<s>I believe that it is the [Independence Victory Column][1]. It was built to celebrate the successful war(s) of independence of the Baltic states and Poland in 1918-1920.</s>

Or maybe you mean the Maarjamaae War Monument on [Pirita Beach][2]. This was a World War II memorial.


  [1]: http://en.wikipedia.org/wiki/Independence_War_Victory_Column
  [2]: http://en.wikipedia.org/wiki/Pirita