There are some flashable .zip versions floating around, but people seem to have mixed success with them. Generally speaking, installing the .apk in a traditional manner will cause FC issues.
There's a couple of threads over on the CM forums with links to zips you can try. Here's one such thread for Market v2.2.6 (the first version with the new style). You might need to do a little hunting if you want the most recent version (2.2.11, I believe).
Some people have also reported success using the latest MDPI version of gapps instead of the MDPI-Tiny version, but I'm not sure how likely that is to work.
As with most other modifications, I'd recommend making a NAND/Ti backup before you do this. I flashed a newer Market on my EVO but it caused a bootloop the first time I tried. I think I ultimately ended up clearing my
cache/ partitions, then clearing my dalvik-cache, then flashing the new Market. You might not have to do something that excessive to get it to work, but it seemed to do well on my phone.