[Ghost On The Highway]

Listen to "The Answer" by Bad Religion.

I think religions can be created in many different ways, though generally not as a "joke." You can have a charismatic leader with a few character flaws and mental disturbances (cough Barack Obama cough) who spreads his "gospel" or whatever he chooses to call it. Targeted at the right people, this can be very effective. Look at all the cults and small sects in America. You have Joseph Smith with the Mormons, David Koresh, Charles Russell for the Jehovah's Witnesses, etc. Then the guys who actually had a bit of sense -- Jesus, Muhammad, etc.

It can easily be a power thing, as in the Catholic church in Rome. Fear and worship are powerful tools for subduing the masses and giving them hope (in eternal life, perhaps). Tends to keep the troublemakers in line.

Finally it can be explanatory, as in ancient religions, Chinese polytheism, Hinduism, Greek gods, etc.