ghost?

I need some information or want to hear shared experiences.  I'm really spooked in my home.  For several weeks now I have been seeing a very distinct shadow in my hall, between my office and the rec room.  It looks very much like an animal (dog or cat size) and seems to be walking down the hall, stop, sit then walk into the rec room, where it just disappears.  This happens very often and happens day or night.  My dogs notice it too, and are what got me to noticing it.  They chase it, bark at it, but it does not respond or react to them.  This morning I got up the strength to walk up to it when it appeared.  I cannot see that light is coming in from anywhere to make it and it did not seem to react to my coming up on it either.  I closed the rec room door, but it went that way anyway.  I've watched enough shows to guess this is a harmless, "residual" presence, but I can't help but feel spooked.

Do animals also stick around, like some people are thought to?  I don't think it is "haunting" me, but still, it's so weird and makes me so nervous.  My neighbor has also seen it, a few times.  How do I "release it"?  I am Catholic so don't want to dabble in anything bad.  I did have the house blessed when I moved in (about a year ago), and the only major thing I've changed recently was to dig up the back yard to change from rock to lawn, planted trees and shrubs.