Some devices have a NAND lock. SuperOneClick will only give a Shell root until you remove this lock.
The following phones can use unrevoked to remove this lock:
Sprint EVO 4G (HTC Supersonic)
Droid Incredible (HTC Incredible)
HTC Desire GSM
HTC Desire CDMA (HTC BravoC)
Droid Eris (HTC DesireC)
HTC Wildfire (HTC Buzz)