It does mean Lily in Finnish. It's pronounced, 'lil-ya'. A pretty and uncommon variant/version of the Lily names.
-- Anonymous User 9/1/2006
This name is also used in Finland. It's the Finnish version of the name Lily. Very pretty. [noted -ed]
-- Anonymous User 9/7/2006
Means Lily in Swedish too, pronounced Lil-ya. Not common as a name though.
-- Anonymous User 12/28/2006
I was introduced to this name by a Swedish film that was released in 2002 titled "Lilja 4-ever" written and directed by Lukas Moodysson, starring Oksana Akinshina as 'Lilja'. A well-done, but heartwrenching film about a 16-year-old Russian [or possibly Estonian] girl who ends up in Sweden for the worse.