Thanks so much for the replies! It is the answer I expected but hoped not to see.

Yes, direct to Helsinki was about $200 more, so I booked to TLL (and back from Vilnius, actually - I was thrilled to get such a cheap fare in and out of different airports) for a lot, lot less. Of course that means that I have to wait 5 hours for a connection to TLL, and then take a boat back to Helsinki. Oh to chase a deal!! If anyone knows of fun things to do in the airport let me know

Thanks again!!