Stuck between rooted and not rooted

[The Sapient]

Some time ago I used Unrevoked3 to root my Evo. While the process seemed to work fine, and the Superuser app showed various programs had superuser permissions, none of those programs ever worked. I could not use wireless tether, backup programs, etc. But the phone still worked fine, as if it were not rooted, so I just gave up and went on with my life.

Now I am starting to get that screen separation on the bottom left corner. If I exchange the phone, will I get busted for having rooted? Is there a way I can back everything up without being rooted, so I can get everything back on a new Evo?

I find the topic of rooting to be rather confusing, so don't be afraid of dumbing down any advice you might want to share. Thanks!