Looking at the online manual, you start the machine, insert the dvd, make sure neither the dvd nor the vhs side is playing anything, then hit Setup on your remote control. This will bring up the Setup Menu on your tv.
Now select System Setup from the Setup menu. This gives you yet another menu where you select Disc Setup. The Disc Setup submenu gives you the option to Finalize the disk. Hit Finalize, Start, wait for the machine to finish this task, then it will say Finalising Completed, Press Enter. Hit Enter on your remote and it is done.
Probably easier for you to read this for yourself. Here is the link to the online manual. It is in pdf format, so you will have to have a pdf reader like Adobe Reader installed to open this link.
You could also go to this link: http://www.service.pioneer-eur.com/peeservice/RegistrInstrMan.nsf/search?openform
and put in your model number to get to that pdf format manual.