Let me tell you, some fun times ensused.
Not only was the US Embassy information telephone number throughouly unhelpful in offering any travel advice [i.e. bus/tram routes that stop nearby] to get to the damn embassy, they could not answer any questions over the phone. About anything. Including travel advice. They just gave us the hours the embassy window was open. Fine, I can understand that.
I walked over with my host brother and it took us about an hour between a tram line and walking to get the embassy. After locating 'Embassy Row' if you will, we located the US Embassy
Me: Hello, I'm a US Citizen who would like to study here, in Finland.
USM: You want to study here? Here?
USM: And you're a US Citizen?
[He steps outside and asks for my passport and drivers licence and SS Card, takes them back inside the little security box and comes back out a few minutes later with a single sheet of paper]
USM: Go to this website. It'll solve all your questions.
Thinking we have what we need [and unable to check it until we return home], my host brother and I trekked back to his house and inputted the URL we'd been given. They gave me a brochure on getting a US Student Visa. For attending University in the United States. In no place on the URL they gave me was there any information on the Visa process for going FROM the US to Finland.
It also had information on getting a Green Card and how to 'legally' immigrate to the United States.