It is common for students to believe that evolution is in direct conflict with their personal beliefs. However, many students are put at ease by understanding that their religion is actually NOT in conflict with evolution. One example to show students is the formal statement of "no conflict" released by the Pope in 1996. Another example is website for The Clergy Letter project, an online repository of nearly 13,000 letters from clergy in support of evolution.
Before I begin a conversation about evolution in class, I begin by referencing the website and encouraging students to take a look if they want to learn more.
We also talk in class about the philosophical differences between science and religion. Religion can use supernatural explanations for the natural world, but science must use natural explanations of the natural world.