Calendar app on Desire - Can I get Stock Android Calendar?
You probably have the HTC Sense calendar, which is different from the regular calendar.  To replace it:


Root your phone.
Use a file manager like Root Explorer to back up any files you replace and to copy in new ones.  You'll need to browse to /system/app and mount it as R/W.
Use an AOSP (android-open-source-project) calendar like this one from XDA (has instructions).  It's for 2.1, it might work for 2.2 but if not just search XDA for another.