I think you did the right thing too, I am not an expert, but Father Jeseph-Marie Verlinde is (he is probably one of the leading experts on New Age, what a pity most of his articles are onyl available in French on the net), and before he became a priest, he joined Hindu/Buddhist religion and spent a few years somewhere in the Himalaya mountains meditating and practicising yoga. He was a disciple of The Maharishi Mahesh Yogi, the same one that The Beatles used to follow. Anyway, he claims that his then guru once found the idea ridiculous that Westerners think yoga can be just an exercise - it is part of Hindu religion and philosophy, and practising it… well, here he gets quite technical, you have to know about chakrams (or “a third eye”) leads to opening those.
I am sure you can find articles about that on the net, well you can find ones that claim that there can be a Christian Yoga too.
I found this one
rapidnet.com/~jbeard/bdm/Psychology/yoga.htm but not sure if it is any good - I have not read it myself.
Well, trust your instincts - I think you are on the right way, and I am sure you can find some other forms of relaxation too.