HTC and Sprint are working together to accommodate EVO 4G owners whose phones were bricked after this week’s initial update. Without adding very much detail, HTC stated that Sprint Corporate stores can be of service. You can find the closest store using this tool.
If you have already updated successfully and your phone boots up fine, you don't have to do anything. If you haven't applied the OTA update yet, you can now safely do so, as the bricking issue has been fixed.