I've just been checking and found the same, it seems they got rid of that way of doing it in 2.2.... meanies :)
I have a cheapo one, a samsung galaxy europa, not a bad little phone, with little being the operative word, I didn't really want something too large to have to carry about all the time. the huge screens are nice but not very pocket friendly.
Anyhow... have a look in the market place, you should be able to find a 2.2 and a 2.3 launcher, install one of them (I've just tried the 2.3 one) and then repeat the steps to disable sense and you should be able to choose the launcher you've just installed.
Of course, sense is more than just the launcher, it also gives you a few other custom front ends such as the dialer, but again you can always replace those with either a 3rd party one or the standard one.