Sadly, it isn't so easy.
You need to have a Windows XP machine with iTunes 7.5 installed. Put the phone into DFU and restore to 1.1.4. Use Ziphone to get it on and activated. Then plug it into another computer with iTunes 8.2 and restore to 2.2.1, without DFU.
iTunes 8.2 can no longer connect to Apple's servers to check the current iOS, so you cannot put it straight into DFU and restore to 2.2.1.
Hope this helped!