I would let him take the class. My cousins all dance and when they were little there were a ton of little boys in their classes, so you might be surprised. It wouldn't hurt to call and ask if there are a lot of boys signed up. Maybe that would make it easier for your dh to accept. I never considered how much easier it is for me with two boys; I can get them into the same activities without having to worry about things like this.
I hear ya about dh not liking the idea. Marc wouldn't be impressed if I enrolled them in dance. *rolls eyes* They're doing soccer this summer and Nik is going to go to a 4 day gymnastics camp in August (Nate is too young still.) He'll be going with his (male) cousin who is already taking gymnastics. Marc only agreed to the gym class becase his BIL assured him that there were other boys and it wasn't too girly. What is it with these men?!