I agree with the posters that suggest rooting the long way...
I rooted my EVO after the day after I received my phone...(within a week of the original launch date) I never looked back.
I rooted the long way...stayed away from the early unrevoke since it didn't give FULL root. I spent countless hours scouring here AND XDA to learn about Android. It is a completely different animal...but things will get easier as the O/S matures.
I advise you do a LOT of reading and ask a LOT of questions in the forums so you get a better understanding of the O/S before attempting root...so you won't feel SO overwhelmed when you try and root your phone.
Try these following threads to get started...and also the following sites for MORE info on Android.
Basics of ADB
http://www.market4android.com/
http://www.androidpolice.com/
XDA EVO section
http://androidspin.com/
knowing HOW to get into adb shell is EXTREMELY helpful...and rooting IS the roughest part of the process. When time comes to flash ROMs...it is infinitely easier and less painful (IMHO) than WinMo.