Thanks guys. None of this makes a lick of sense to me...roms, flash, etc...but I will try to read and figure it out. I will answer your question soon as I do.
Thanks again for the help - on to reading
Your rom is essentially your phone's operating system and software. Sort of like how your how PC can run windows. All of your ROMs are Android based, but there are different versions. Sort of like Windows 95, 2000, XP, Vista, 7 etc.
Flashing is the process of installing software to your phone. It can be a whole ROM or mods/themes, that sort of thing.
The HTC Evo 4G comes stock (now anyway) with Android 2.3.5 Gingerbread. It has an HTC Sense overlay, which is basically a theme of the stock android version with some built in HTC tweaks. There are several ROMs (again, versions of your phone's OS) built on HTC Sense and there are some built straight from the source code provided by Google, so they do not contain any elements of HTC Sense. The ROM you have installed does NOT have HTC Sense so you are unable to do some things that you can do on Sense. The good news is, it's very easy to switch over to HTC Sense based ROMs so you can get the phone activated.
There are some great ROMs out there to choose from. If you're not all that interested in the root world, I would still remain rooted. There are really no disadvantages. I highly recommend MikG 3.11 or the Evo Classic 0.1.0 for new users that have no idea what they're doing. Both of these are tweaked for better performance over the stock HTC software and are basically without issues....so they both work, and they work well. Here are some download links.
MikG v3.11 [3/9/2012]
Index of /android/classic/stable
(you want the file that's 193 MB
The best advice I can give you is to READ READ READ and then read some more. Don't do anything to your phone that you aren't comfortable with, and ASK QUESTIONS here since this is a super helpful bunch. You'll be a flashing addict in no time.