Again, rush, please do some research and be a little more thorough with your information.
If your music is from the zune pass music subscription service (like mine is) it won't work on the EVO (or any android phone for that matter) because of DRM. If you PURCHASED your music from Zune (like you can in itunes) it SHOULD work just fine.
I had hopes that Microsoft would release a Zune app, but with WP7 being released that's not gonna happen.