I'm not able to reproduce the problem. Here's the test I'm using, against the tutorial DB:
DomainModelEntityManager em = DomainModelEntityManager.DefaultManager;
Assert.IsFalse(em.HasChanges());
em.CheckpointManager.BeginCheckpoint();
Customer aCustomer = em.CreateEntity<Customer>();
em.GenerateId(aCustomer, Customer.IdEntityProperty);
aCustomer.CompanyName = "My new company";
em.AddEntity(aCustomer);
Assert.IsTrue(em.HasChanges());
em.CheckpointManager.RollbackCheckpoint();
Assert.IsFalse(em.CheckpointManager.IsCheckpointing);
Assert.IsFalse(em.HasChanges());
We haven't specifically fixed any checkpointing issues in current bits, but it's possible you're seeing a problem in your version which has been fixed by other changes. Which version of DevForce EF are you using?
It's also possible that there are some side effects with your specific Entity creation that I don't see with the tutorial entities. Try this - after determining that the EntityManager is incorrectly reporting changes, query for changed entities, like this:
var
list = em.FindEntities(EntityState.Added | EntityState.Deleted | EntityState.Modified);
This may help us diagnose the problem.