I cannot disagree with Woody on that one, though I would go a step further and assert (based on the research of others) that it is the
non-religious that typically find sightings of what they consider to be the paranormal (UFOs, aliens, cryptozoologicals, etc.). Some of these "non-religious" people are atheists, but others are those that would consider themselves theistic just not especially religious.
In addition, its also interesting to note that men are more likely than women to associated extraordinary events with UFOs and aliens and women are more likely than men to associate them with religious significance. Indeed, women tend to be more devoutly religious than men, but non-religious women don't seem to be more apt to believe in UFOs and aliens. This is still a male dominated form of belief.
There are, however, many religious people who associate UFOs and aliens directly to their theistic beliefs, some with a fundamentalist/literalist fervor but others with a sectarian perspective that dismisses some scriptures and embraces others -often creating new cult systems (Raelians, Heaven's Gate, et al).
With regard to the UFO-ETI movement, however, there are some characteristics that are very religious-like, which vary from believer to believer. I wrote a paper for a 3rd year anthropology class a few years ago that looks at this:
http://home.earthlink.net/~ctfeagans/uforeligion.htm
I've since re-thought some of the information in that paper, but the citations that are in the bibliography are useful for anyone interested in the field of "belief and religiosity."