Stormy, I have worked in RCIA for years, and let me tell you a secret: there is not a single person who has converted to Catholicism who has not experienced the EXACT SAME feelings that you are right now. In fact, the most common things you encounter are:
---An almost painful, indescribeable longing to be Catholic; a feeling of being drawn to the Catholic Church, a fascination with the rites, the rituals, the devotionals and practices. This is offset by:
---An intellectual certainty that many, if not most, Catholic doctrines are erroneous, flawed, or otherwise in conflict with God's will. This is often accompanied by mental resistance, a desire to fight against the longing and the "tug" towards Catholicism; sometimes, years of training and deeply-held belief acquired in a different church causes a person to desperately
want Catholicism to be wrong. It
has to be wrong...it
can't be right, because it flies in the face of literally everything the person believes, everything that he or she cherishes and holds dear as God-given truth. Besides this, there is the inconvenience factor: "What will my spouse/parents/friends/siblings/co-workers/pastor say? What will the other people at my present church say? What will
Jesus say?"
These two things combine to form a new sensation, which is a sort of apprehensive fear; the person starts to think that
maybe Catholicism might be right.....but this is accompanied by terrible doubts and a very real fear that if they start to think this way, they may be placing their salvation at risk, that maybe they are being deceived by the devil into believing in the false Romish church; but while the doubts are there, so is the pull, the continual tug
towards Catholicism. This, oftentimes, results in a compromise: the person agrees with him/herself that okay,
some Catholic doctrines are okay, but for the rest of the more far-out ones....no way! This partial acceptance works to a degree, but the person usually continues to read, to study, to pray, and to think about Catholicism.
Oftentimes, a person will be inexplicably driven to something Catholic. In your case, you feel a very real need to have a rosary. This is not at all uncommon, and it is perfectly natural. Some people have gotten a rosary and carried it for months without even knowing how to use it, or (more commonly, in fact) keeping it with them while actively
disagreeing with the prayers that are part of it. I know of one fellow who was in such a mental turmoil that he literally could not sleep at night until he got a St. Christopher medal; it's all he could think about. He went to a Catholic bookstore and got one of the $1.50 pewter medals of St. Christoper, and wore it secretly inside his shirt for weeks.
There are many, many,
many accounts of people who were drawn into Catholic churches because that's where the Blessed Sacrament is kept; they didn't even agree with the doctrine of the Real Presence of Christ in the Eucharist, but they simply could not stand being away from the tabernacle where the Eucharist was stored. I know a woman in her mid-30's who was terrified of setting foot in a Catholic church during a Mass, but she would slip into an empty church in mid-day, sit in the front row, gaze at the tabernacle, and weep for an hour or more at a time. She couldn't explain it, but the longing was so strong that she couldn't stay away---she was
pulled into the church.
Personally, I believe this is the gentle hand of God at work within these people. Both individuals I described above are today both practicing Catholics, even though both of them were, to a certain extent, pulled "kicking and screaming" into the Catholic Church.

There isn't a convert alive who has resisted the Catholic Church with might and mein before they finally became Catholic. Oddly enough, most of the turmoil is emotional; there is more of a battle within one's self with the doubts and the fears, the longings, and the uncertainties, than there is with doctrines or dogmas; once the emotional issues are settled, the acceptance of the doctrines seems to fall into line of their own accord.
Again, I personally feel that the reason for this is that faith has less to do with intellect than it does with
grace; nobody comes into the Catholic Church unless God puts His hand on their heart and
leads them there. Once they recognize that gentle steering of God in their lives, the objections suddenly become resolved; they suddenly can see the opposite side of the argument; they become capable of understanding what before they simply could not see. This is grace at work, pure and simple.
The best advice I can give you at this stage is to relax, and go wth the flow. Continue to study. Read Catholic books that make sense to you. Think. And above all, pray for enlightenment and guidance as to what God wants you to do. If you want to get a rosary or a medal or a prayerbook, do it. You won't be struck by lightening, and I can guarantee that.

Take your time, and follow where this leads you.
VOW has offered to mail you a rosary; take her up on it. If you're uncomfortable with doing that, then you can order one yourself from
http://www.leafletonline.com for relatively little money. Or you can see if your area has a Catholic bookstore.
Books I would heartily recommend to you:
Rome Sweet Home, by Scott and Kimberly Hahn, which has already been highly recommended by others in this thread;
Catholic Questions, Catholic Answers, by Kenneth Ryan;
What Catholics Really Believe, by Karl Keating;
and all three volumes of
Surprised By Truth, by Patrick Madrid, which contain conversion stories of people from all sorts of different backgrounds who struggled with Catholicism before coming into the Church.
Some other good books that might help you are
Why Do Catholics Do That?, by Kevin Johnson,
Catholic and Christian, by Alan Schreck,
Unabridged Christianity, by Mario Romero,
By What Authority, by Mark Shea, and
Born Fundamentalist, Born-Again Catholic, by David Currie. All of these can be had through either Barnes and Noble or Amazon.com, or through Leaflet Missal Company at the site I linked above. (If the link doesn't work, try Leaflet Missal Co., 976 West Minnehaha Ave., St. Paul MN 55104-1556, or call 1-800-328-9582 and request a catalog.)
And, of course, there's always us on this forum here; we will be delighted to explain anything to you we can.
