I ran into the same thing.
The Business Object Generator no longer adds the
Public Overrides Function CheckRules(ByVal ds As System.Data.DataSet, ByVal tableName As String, ByVal useErrorProvider As Boolean) As OakLeaf.MM.Main.Business.mmSaveDataResult

code instead it adds the entity centric version you mentioned.

If you want to check the Rules via datasets just add the following

 Public Overrides Function CheckRules(ByVal ds As System.Data.DataSet, ByVal tableName As String, ByVal useErrorProvider As Boolean) As OakLeaf.MM.Main.Business.mmSaveDataResult

 If ds.Tables(tableName).Rows.Count > 0 Then

            Me.CurrentRow = 0
            For Each Row As DataRow In ds.Tables(tableName).Rows
                If Row.RowState <> DataRowState.Unchanged And Row.RowState <> DataRowState.Deleted Then
                    Dim Entity As New (YOUR ENTITY HERE) 
                    Entity.SetDataRow(ds.Tables(tableName).Rows(Me.CurrentRow))

(Paste the valid code from the bo generater here example line follows )
 Me.ValidateDRQ_TaxpayerID(Entity.DRQ_TaxpayerID)

                End If

                Me.CurrentRow += 1
            Next

        End If
        Return Me.ErrorProviderBrokenRuleCount = 0
end function