There is an AP article (via LV Sun) and this is how AP explains the confusion:
“...Obama is the Christian son of a Kenyan Muslim father and a Kansas mother. From age 6 to 10, Obama lived in predominantly Muslim Indonesia with his mother and Indonesian stepfather. His full name, Barack Hussein Obama, sounds Muslim to many.
On Wednesday, White House officials did not provide on-the-record comments on the survey but prompted Pastor Kirbyjon Caldwell of Houston to call The Associated Press.
Caldwell, who said he has known Obama for years, said the president is a Christian who prays every day. He said he was not sure where the public confusion about the president’s religion came from, but he called false media reports about it “a 24-hour noise box committed to presenting the president in a false light.”...”
http://www.lasvegassun.com/news/2010/aug/19/white-house-says-obama-is-christian-prays-daily/