i used the same one I always used with the Pre and that worked fine, but on the EVO it thinks it's in headset mode so only one side of speaker output works and it activates voice dialing randomly.
Make sure it is plugged into the phone all the way. It can be hard to get it in there all the way at first. I use my EVO all the time to listen to music. I just hook it up to a pair of powered computer speakers and it sounds great.