The Blues striker opened the scoring on 11 minutes and doubled his and Finland's tally just two minutes later.
Hannu Tihinen then scored to send the home side into the break 3-0 to the good.
Four minutes into the second period and Macedonia reduced the deficit to 3-1 through Goran Maznov.
The vistors joy was short-lived however as one time Blues trialist Alexei Eremenko Junior made it 4-1 to Finland.
Forssell finished a good night's work by scoring his third and the fifth for Finland in the 62nd minute.
The Blues striker went on to complete the full ninety minutes of the game in Helsinki.
Forssell Bags A Hat-Trick For Finland
