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Unfortunately, if the messages have been deleted from your HTC EVO handset, then the only way to retrieve them now is through a court order or subpoena requiring your phone service provider to release details of the messages, unless you had made a backup of the messages on your computer before they were deleted.
Once the message has been digitally erased from the phone, the only way to possibly retrieve it is from the phone service provider; however they will not release this data without a court order or subpoena.