All you have to do is download Android-sdk_r06-Windows file. I think you can find an extension of the file on the Rooted Post area. I found my extension on the Rooted Post area related to the Hero.
Well after downloading the Android-sdk-windows file, then open it up and look for the folder titled "TOOLS". Plug your EVO into your computer, sync it by choosing sync on your phone. (You must have the latest HTC Sync file),
Now I will put all the steps to do in order.
1) After selecting the TOOLS folder, select ddms
2) After selecting the ddms file, a dialog box will appear (choose run).
3) After you select run, a C:\windows\system32\cmd.exe box will appear for a minute or less.
4) Then a "Dalvik Debug Monitor" box will appear with your phones info on it.
5) Select the little phone icon in the box.
6) Select "Device" which is located next to File, Edit, and Actions.
7) Once you have selected "Device" you will see "Screen Capture".
Once you select screen capture, it will make a copy of what ever screen your phone is on. Each time you capture a screen shot, hit save, and save it to where every you choose to. I made a file titled "Screen Shots" in My Documents folder (for example).
Well I hope this helps.