All I can say is, decide for yourself. If you truly think there is a chance at winning her over (no matter how slim), then go for it. Also, do what she said. Be her friend first, and see where it goes. The religious thing will probably put up some strong barriers too. All I can say about that is keep an open mind.
One last thing, I'd quit mentioning your crush to people, it always seems to turn out bad for you.