As a rule of thumb (ha ha), in men the index finger is shorter than the ring finger, and in women the index finger is longer than the ring finger.
This appears (at least in preliminary experiments with other mammals) to be due to hormonal balances in utero, to wit androgen, testosterone et al.. This means that many other sex-linked traits (biological ones, not cultural) can be correlated to finger length-- for example, one study* supposedly found that women with shorter index fingers (normally a "masculine" trait) were less likely to get lost.
*I don't have a reference; the Scientific American article just said "studies have found" and went on from there. And now that I look at it, I'm REALLY damn skeptical. I couldn't track down the actual study, but Wikipedia, funnily enough, does have an impressive list of links to other studies involving second/fourth finger ratios, such as this one (http://www.ehbonline.org/article/S1090-5138(99)00026-4/abstract) investigating musical ability.