As a Christian, I always thought that to be religious was to follow rules and have your actions based on these rules without any true spiritual connection to God. Where Spirituality is to have a one on one connection with God and having your actions flow out of that. So, Religion is to follow with your body while your head controls, Spirituality to follow with your soul while your heart controls.
*I just made that last sentence up, so it may be pretty baloney-ous.
*I also made that last word up.