It must be true it was in the Daily Mangle;
The article concludes;
"'Our data shows that people feel very guilty about their sexual behaviour when they are religious, but that does not stop them: it just makes them feel bad.
'Of course, they have to return to their religion to get forgiveness. It's like the church gives you the disease, then offers you a fake cure.'"
Another report on this research can be found here.
The research appears to have been done exclusively in the US, and I assume that it concentrated more on the monotheistic religious types - remember the Kamasutra?
Americans do seem to have way more hangups about sex, probably because the religious in the US are generally more fundamental, however so do 'good' Catholics in my experience and I suspect that it has a lot to do with their strong stance against contraception. Though it is also my experience, I'm proud to say, that they are much more likely to invoke God's name during intercourse.