No my mum, although christened, isn't religious in any shape or form, DH's mum is at best a part time Johova's Witness (basically, it is the thing she hides behind when ever it is Christmas or someones birthday so she doesn't have to fork out a penny, although she is very good at accepting gifts from others!! ....Another time for that moan I think!!)
They have both just let us get on with it, in every area of his life. DS isn't christened and the baby won't be either, but DS does go to a R.C. school (because it is a good school, and the closest) and so he is only just starting to learn about God, and Jesus and everything else. He finds it very confusing I think, we have always told him Bob the Builder builds things (!!!), now they are telling him God does...
At the end of the day the baby is your child, it is your job to bring her up the way you want to, and as long as she is happy, healthy, well looked after and loved, then it is no one elses business, and don't be scared of telling them that, else you will forever be bringing your child/ren up to meet other peoples criteria.