Finnish IS related to other languages than Hungarian. It is one of the Uralic languages which are divided into Samoyedic languages and Finno-Ugric languages. Other Finno-Ugric languages, obliviously, are closer to Finnish than Samoyedic languages.
Some information about them:
http://www.infoplease.com/ce6/society/A0818716.html
http://www.fact-index.com/f/fi/finno_ugric_languages.html
http://www.helsinki.fi/~tasalmin/fu.html