Sorry, I can't believe that you have 2.2... it hasn't been released yet... I still think you have 2.0.2, which is completely different.
Have you ever installed a new firmware for your iPhone? If not, follow the instructions below. If so, then go ahead and update to 2.1. Either way, I suggest backing up your iPhone first just in case you run into a problem.
You can upgrade using iTunes just like normal. You have to have at least iTunes version 8.0 on your computer to install firmware 2.1. If you don't have at least version 8.0, then update your iTunes before proceeding. Connect your iPhone to your computer, and open iTunes. Select your iPhone on the left bar in iTunes, then push the Update button in the main window. This should download the latest firmware, version 2.1, and after it has finished downloading it will install.
Let me know if you have questions.