Simple guide here You need to be rooted to follow this guide. You will see it in the guide, but PLEASE NANDROID backup!
http://droid-den.com/phone-guides/phone-guide-how-to-install-rooted-android-2-2-on-your-htc-desire
http://droid-den.com/phone-guides/phone-guide-how-to-install-rooted-android-2-2-on-your-htc-desire