htc sence?

I used my market application for the first time and it told me i had to download this one thing that i don't remember in order to get some of the kewl free other applications and when i downloaded it it put this thing called HTC sense in my applications and i don't like it because it deleted how i had my screen set up as and now it makes me choose and option between that and home every time i unlock my screen, is there any way of deleting this or do i need it to get the applications from the market app?