In the Norwegian capital, Oslo, a spokesman for the Norwegian joint command said the Norwegians were slightly injured.
"Two Norwegian officers were injured - it was minor not life threatening - and two other Norwegians suffered superficial injuries," Lieutenant-Colonel John Inge Ogland said.
It was the first time a Finnish soldier was killed on duty in Afghanistan, where the neutral Nordic country has some 70 peacekeepers.
Norway, a Nato-member, has 650 troops in the country, including some 100 at the Maymana base.
Policeman killed
Meanwhile, in Kabul on Wednesday, a new suicide blast struck, killing a policeman and wounding six Afghans and a foreigner, according to police and a witness.
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The interior ministry said the attacker, who was on a motorcycle, had been spotted by police and was being chased when he blew himself up "before reaching his target."
The witness said, however, he had seen a motorcyclist chase an armoured vehicle of foreigners for about 100 metres and then blow himself up when one of the occupants pulled a gun on him.
The blast appeared to strike the vehicle. "I could see a man covered in blood inside the vehicle. It drove away," said the man,who did not give his name.
On Sunday, at least 14 people were killed and dozens wounded after a suicide bomber blew himself up in a busy market in eastern Afghanistan.
The Taliban claimed credit for the bombing in Gardez which came a day after a suicide blast in the northern town of Kunduz killed 10 people, including three German soldiers.