If you are connecting your phone to a Windows computer, download and install HTC Sync from
HTC Help Center
Your sd card does not appear to be formatted. After you install HTC Sync, open My Computer, right click on the drive letter assigned to the EVO, select Format, and format the sd card with the FAT32 filesystem. I expect that you will also need to flash a new ROM to your phone.
There is a wide variety of ROMs available for the EVO 4G, and you can explore and experiment until you find the ROM that suits you best. As a starting point I would recommend either MikG 3.11, available at
MikG v3.11 [3/9/2012], or the stock HTC Sense ROM, available at
stock_deo_4.67.zip. Download the ROM of your choice to your computer.
I also recommend ca1ne's Classic Sense Kernel v1.3 with SBC (Superior Battery Charging) available at
http://ca1ne.classictomatoe.net/downloads/classickernelv13-sbc.zip. I have used this kernel with the MikG 3.11 ROM for about a month and am very impressed with the battery life when the EVO is left to charge overnight.
After downloading the zip files for the ROM and the Classic Sense Kernel (optional), copy the files to the root folder of the sd card. Before starting to flash your phone, make sure that the phone's battery is at least 40% charged since the phone runs on battery power alone during recovery or while flashing the ROM. When you are prepared to flash your ROM, boot the phone into ClockworkMod Recovery by simultaneously pressing and holding the power and volume down buttons.
1) In ClockworkMod Recovery use the volume up/down button to highlight "wipe data/factory reset" then press the power button; when complete, repeat this step two more times to ensure the data partition is completely wiped
2) Use the volume up/down button to highlight "wipe cache partition" then press the power button
3) Use the volume up/down button to highlight "advanced" then press the power button
4) Use the volume up/down button to highlight "wipe Dalvik cache" then press the power button
5) Use the volume up/down button to highlight "Go Back" then press the power button
6) Use the volume up/down button to highlight "install zip from sdcard" then press the power button
7) Use the volume up/down button to highlight "choose zip from sdcard" then press the power button
8) Use the volume up/down button to highlight the file name for the ROM then press the power button
9) Wait patiently for the ROM flash to complete; do not unplug your EVO
10) If you want to flash the Classic Sense Kernel as well, use the volume up/down button to highlight "choose zip from sdcard" then press the power button and use the volume up/down button to highlight the file name for the kernel then press the power button
11) Use the volume up/down button to highlight "Go Back" then press the power button
12) Use the volume up/down button to highlight "reboot system now" then press the power button
The first boot after flashing the ROM will take several minutes. When your phone has finished booting, it will be ready to set up for your use.