In Axis and Allies, Should An Attacker Be Allowed to Relinquish Certain "Prerogatives?"
In the case of Karelia versus Norway, the infantry must attack; all attacks other than sub sneak-attacks are considered simultaneous, and you've already declared your attackers, so you must go down the line and attack with everything.

If you didn't want to take Norway, you shouldn't have attacked with so many models.  You can always place your reinforcements in Karelia at the end of the turn.