Just in case all of the other simple "yes" responses aren't enough for you:
Finesse gives you a penalty if you've got a shield in your off hand, because it messes with your balance. That's the only reason I can think of that someone would say that you couldn't use a second finessed weapon in the of hand.
But, when you look at the rules, you see that the penalty given is equal to the Armor Check Penalty of the shield. Thus, a weapon (which has no check penalty) is perfectly OK.
This can get ridiculous - technically, by the rules, a 50lb bag of gold has no armor check penalty, and you can therefore have it in your off hand with no problem. Common sense is, as always, called for.
J