The problem you were having is because although you rooted using Simpleroot, you still had the factory rom. So, you have a rooted phone w/ an unrooted version of a rom.
You were missing the Superuser Icon so Wifi tether didn't work.
Simpleroot does what you need it to do. It gave you root access.
After you finish step 4 in Simpleroot, you need to download OMJ's latest rom from here -
ftp://up.ppcgeeks.com/EVO/Users/OMJ/ROMs/PC36IMG.zip
Put that file on your sdcard. This will replace the existing PC36IMG.zip.
Then start SimpleRoot again but this time
Click on "Extras" then "Flash Recovery" and choose "RA_Recovery" and click "Flash"
After it flashes your recovery you'll be at the recovery screen.
From there, use the Volume Down button to highlight Power Off and use the Power Button to select it.
Once the phone is completely off,
While holding "Volume DOWN", push the "Power" button so the phone turns on. You don't need to hold the "Power" button, but you do need to hold the "Volume DOWN" button. This will bring you straight to the bootloader screen which says
-FASTBOOT
-RECOVERY
-CLEAR STORAGE
-SIMLOCK
-HBOOT USB
Just wait for a minute. It will read your storage card. This takes about 30secs and there is a progress bar on the top right. It's reading the PC36IMG.zip file you placed on the card.
Once that's done, it says, "Do you want to start update?" Volume UP=YES Volume Down=NO. Hit "Volume UP" and then wait.
When it's done it will ask you if you want to reboot. Volume UP for yes and you're all set.