That monolog is from the Now Show of July 20th. The monolog from this week's show (of July 27th) is even better and is specifically pro-atheism rather than just anti-religion. You can hear it at this Realplayer link for the next two-and-a-half days.

The program's website is here:

http://www.bbc.co.uk/radio4/comedy/nowshow.shtml

If you listen to the whole thing I imagine much of the content will not mean much unless you are British.