Fin tube baseboard? If so you will need to drain that portion of the system and sweat in a bleeder elbow on the return side of the baseboard. That is the one and only CORRECT way to do it.
Now, that being said, I have seen people use self tapping saddle valves (like you would see for a fridge water supply or furnace humidifier). But I would be leary of these as they are not made for this, and will (no doubt about it) leak sooner or later.