Nope. Most likely of German decent. This is a heavy Pennsylvania Dutch area (German's who came over in the 1800's to avoid persecution for religious reasons). I've seen overly Christian names before (my Italian friend's grandmother was Cricifixia), I'd just never seen Rosary.
Re: Just met
Ditto. DH actually loves the name Rosario, nn Charo, but I don't like the way it sounds in English.