Questions!!!!

I was listening to Dr. Scott Hahn's "The Lambs Supper" Lighthouse Catholic Media and I started thinking... I know that is bad. But I was starting to wonder what people did think of when Christ said "It is Finished". I always assumed he meant his physical life because just after that he physically died. When I was older I never thought about it. I will not say what was said in this talk, but I want to know what your thoughts are.

Also, why do you believe Jesus told us to celebrate "The Lord's Supper" or the Holy Eucharist?

This will be the start of a line of thought process brought on by this talk :) I hope you will help me to learn all I can from this.