I had the same issue but I was able to resolve using the following steps:
-Go to settings
-Once in settings click on "Applications"
-Choose the tab that says "all"
-Look for "HTC Sense" and scroll to where it says "Launch by default" make sure you click "clear defaults"
- Do this for both "HTC Sense and LauncherPro"
-Reboot your phone and it will ask you to choose your default launcher app
This SHOULD resolve the issue. If you're still having trouble, download "home switcher" and you should be able to set up the default launcher from there.
hope this helps