Hi Jussi!
Hedgies will get used to different noises in the family. So noises of the dogs isn't problem. Lots of people has got dogs and hedgies. Some people has got fencings in one room where the hedgie lives or some hedgies has got eaven their own room where they can run as much as they like.
Good solution is also to build home for hedgie, using e.g. old closet or bookshelf. In "kuvagalleria" there are more pictures of hedgehog houses. I think that hedgehog house build in old shelf would be best solution for you if you are worried about leaving your dogs alone in same room where hedgie lives free.
Left side there is category where you find "kasvattajat". There you can find contact information for finnish breeders. You can look if there are breeders in your own town.
Good luck for your hedgie-project! I hope you'll find one..