<p>I'm working on a music writing application and would like to add the functionality to import Finale music files.  Right now, the only thing I know is that they are enigma binary files.  </p>

<p>Does anyone have any suggestions on where I could start so that I could be able to parse through these types of files?</p>

Get a
good
hex editor and start looking inside some files. Look for common structure. Do some detective work. Look for fields that might be counts, sizes or offsets within the file. Make trivial changes in Finale and observe the changes in the file. Make changes with the hex editor, then load the changed file back into Finale and see if the change does what you thought it would.
So this is a completely unhelpful answer, but the best way to reverse the file-format is to jump in and just do it. You're probably in for a very long process BTW, but at least it's fun.
Oh, and pray the file-format isn't compressed...