The reason that HTC android system cannot setup Exchange ActiveSync is because they implant the security protocol differently from the "normal" way. During the account setup process, the software could not be triggered correctly from the server to setup the password, which usually is required by the Exchange administrator. Hope HTC notice this and fix it!
OK. Here is my way to make it work right now. You need to have access to another non-HTC Android phone. I was using a Motorola Droid.
- Setup Exchange account on non-HTC android phone. During the setup, some security credentials are saved to your SD card.
- Power off both phones. Take non-HTC's SD card and put into HTC EVO.
- Now, as shown above, Settings - Security - Install from SD card.
- Go ahead and setup the exchange account. Should be very straight forward.
Oh well! Works better than not.
Btw, I really like the HTC calendar widget! Very nice.