I had to post another message, sorry for this, but I don't think the religious message in this film is as strong as in Star Wars and the Lord of the Rings.
In Star Wars, the "The Force" is a definitive celestial religious target, there's no wonder some Australians choose to baptize their children as Jedi Knights. And in Lord of the Rings, Gandalf is a druidic / shamanic figure. This is a broad category of similar religions, at pre-celestial ages, that worship natural powers. I don't mean to offend, on the contrary, if I find a Gandalf religion I might join it myself.
There's no religion in the Matrix, it isn't even interested in a religious message, its purpose is beyond that. There's a very ... very strong argument, and it calls to all people, without splitting them into good ones and bad ones. Many people think that they may actually be the prisoners of a Matrix, and in fact we are. Not as in the same analogy in the film of course. But all civilized men are slaves of causality. We are given a purpose, we are shown a path which leads there. We learn not to depart from the path at unwanted crossroads, if we do, we are punished by uncertainty and mostly failure. If we obey we are rewarded with satisfaction. And in time we become defenders of a system, of which true nature and purpose we are ignorant.
This is one piece of damn courageous message. I'm telling you, in more than 99% of the states that exist and have existed throughout history, the delivery of such a message would require a death penalty.