How to reduce language is finite to language is regular?
First note, that for a regular language, however encoded, it is decidable wether it is finite or not. So you can use the language $REGU$ as an oracle for $FIN$ in the following way: To check if $\langle M \rangle \in FIN$ you ask the oracle $\langle M \rangle \in REGU$? If the answer is no, you can be sure that $\langle M \rangle \notin FIN$ as every non-regular language is infinite. If the answer is yes there is a proof (e.g. an NFA $\mathcal{A}$) that shows that $M$'s language is regular. Then you run your procedure to check whether $\mathcal{A}$ is finite (this is, as mentioned above decidable).