In order to perform distributed computing across multiple computers you need the DCS license. We have DCS running with the Sun Grid Engine on our Cheaha cluster at UAB. The implication that SGE may be used with out the DCS is not correct. What I think was implied was that - You can use the SGE scheduler instead of the scheduler provided by the MATHWORKS (MATHWORKS job manager) along with the DCS.
Grid Engine Family:
Sun N1 Grid Engine
Sample integration scripts are available with the
MATLAB Distributed Computing Server installation.
In short- you cannot use the distributed computing without the DCS.
You can use the parallel computing toolbox on your local multicore machine to use upto 12 workers to run in parallel with R2011b.
If you need help integrating DCS with SGE there are sample scripts available or you can contact MATHWORKS support.