The only way that I've found is if you are the one who generated the group message, but that's obviously not what you're going for. There may be a 3rd party messaging app like Text Easy that will do what you're needing.
On another note. I'm curious as to how you are replying to all on the Evo. The only way I've been able to is if I sent out the original group message.
Even when i create a text message to just two people I receive responses back from each person individually. They both use the iPhone 4S and I cannot receive the company's group messages due to them being with iMessage (frustrating but the manager just forwards me important stuff). I am using the Messaging app that comes with the phone too. I just wish that if I sent out a text to multiple people it would receive the responses back in the same windows.
Yes it is fustrating!!! I can tell you this will be my last android phone. They have no structure on updates which is really annoying. On your issue about getting response back individually when send to multiple people. I use a app call GroupMe. Its awesome app especaially to use when sending group messages. Send a group message to anybody they dont need the app or smart phone. It's like a chat room for your group. The app is also free!