ROOT NEWB here!
I had the exact same problem and it took me 2 days of pulling my hair out searching online until I was able to figure it out.
The hints were all there. The final cause was the HTC Drivers were not installed correctly. Also, please make sure HTC SYNC is NOT installed on your computer. I used a different computer that never had sync nor the HTC drivers on them because I was afraid I might brick my phone OR mess up my laptop.
I went to youtube and found a video titled 'How to root HTC evo 4g with 2.3.3 2.15/2.16 Hboot' and he discussed how to make sure the Drivers were installed correctly on your computer.
I use Windows XP. Go to My Computer, view system information, hardware, device manager. You should see android USB devices, my HTC. NO EXCLAMATION POINTS, NO YELLOW OR RED! I had a yellow exclamation point! I troubleshot and I needed to restart my computer for the HTC drivers to be installed correctly. After that everything worked perfectly.
I hope this helps
I'm finally ROOTED!!! Now I need to learn how to take advantage of the root. I really only want tethering and to remove the Sprint apps I don't want like Facebook, Sprint TV, Twitter, Nascar ETC.!!!!