First, to reference the other answers, the rudeness is highly uncalled for and if you do not feel that a question is legitimate, don't answer it. Hauntings and paranormal are global beliefs and span most of the religions on this planet and since 98% of the world is religious in one form or another, I would assume that there has to be some truth to it.
Personally, your choice of religion will have no bearing on whatever it is that is bothering you. What is important is the faith, not what it is in. What you are both experiencing is fueled by fear, the more afraid you are the worse it will be. Doubting the effectiveness of your faith and losing confidence in the effectiveness of your efforts is also feeding in to it. Usually it is not a spirit, simply remnants of Negative energy left over from whatever happened. Just focus of ridding your self and your daughter of all negativity and engross yourself in positive thinking and faith in knowing that your deity (god or jesus for you) will protect you. Knowing in your heart that nothing can touch you and having faith that you are stronger gives you a positive energy (aura, whatever you wish to call it). Yes, sage will assist as someone else has mentioned, and no it will not be seen as anti-christian, since in ancient times incense such as sage were burnt in temples as an offering. For further proof of this look to one of the oldest stories in your bible, Cain and Able, Abel's Plant offerings, made by burning plants, were the favorite of their god, which is why the story happened in the first place.
If you still don't feel comfortable, do not take drastic measures. Doing so just adds doubt which is another negative energy that will do nothing but feed it. Also, If you are still concerned, you can light a black candle when you are afraid. White invites positive energy which is why many "witches" use it in spells, but Black candles are used to eliminate what is negative, and candle burning is also accepted in christian beliefs as long as you are not trying to cast a spell.