Don't know what to tell you. If you have the latest software update, you should have gotten Nova added to your phone for free, along with stuff like the Blockbuster app. Have you tried powering off and pulling the battery for 30 seconds or more?
I actually got my EVO about 20 hours ago. It came with the Nova application and the blockbuster app but like the other members said it requires an additional download and i have waited 2 hours to download it and it got 1/4 way. I have pretty good connection and i have powered it off and all that. I believe its A Gameloft issue not the device.
Did you try downloading it over wifi? Even if you have a good 3g connection, if you have a good wifi connection, wifi will be much faster. Most times, when downloading a lot of extra data like that, wifi is recommended.