If you go into the Mobile Network Settings, click on the APN, and then scroll all the way to the bottom of those settings - you should be able to find an option that has MMS, Internet, or Internet & MMS. (I'm sorry that I can't remember what it's called, I've upgraded to 2.2!) If you switch to MMS (ie not an Internet option), it turns off all the 3G connectivity but leaves the wifi intact.
However, on mine it also stopped me receiving MMS too. Only an occasional annoyance as most people I know put their photos up to FB rather than send them by text.
If you want to manually upgrade to Froyo 2.2, the instructions in the sticky at the top of this forum are very good. I'm a phone tech numptie, and the instructions worked for me!