So when I bought my EVO, downloaded PDANet and tried to get online using the same process as before when I had my Samsung Moment, it didn't work. Every time I tried to plug in my USB cable, it would turn off the data network. You see, on the EVO, it gives you a number of options like sync, charge only, use as a drive or tether. If you chose tether, it will automatically kill your data connection. I'm guessing if you shelled out 30 bucks a month to Sprint for the mobile hotspot, it wouldn't be an issue. After tinkering with it for a bit, I figured out the workaround.
1. Turn on PDANet
2. Hold down the power button and then disable mobile network.
3. Attach the USB cable.
4. Repeat step 2 except enable mobile network this time.
This is an easier way to do it, but it took me a little while to figure it out. Connect the USB cable and it will automatically enable USB tethering. Switch it back to "charge only" which will turn the data connection back on. Then go to PdaNet, click "enable USB tethering" which will connect your tethering ability and away you go. Hope this helps.
It took me about 15 minutes of fumbling around and a couple shots of whiskey to figure it out but I hope it works for you. Please leave a comment if you have found any other workarounds or steps I may have overlooked.