Ned
About 10 years ago a guy named John Webb published a little book entitled: Horatio Admiral Lord Nelson: Was He A Freemason?
It's not that brilliant a book - but it might be worth you getting a copy. There is currently one for sale on ABE Books -
http://www.abebooks.co.uk/ for about £1.50 plus post & packing.
Sorry I don't have time to enter a lengthy debate but my own conclusion is that Nelson was indeed a member of a Norfolk Lodge - but more of an "honorary" than an active member.
In JW's book there is an interesting picture of an officer's chest with masonic symbols draw/painted inside. So it seems it may have been quite normal for naval officers to be Freemasons.
The order of Nelsonic Crimson Oaks which is mentioned in the article in Anna's post gets a lot of people confused - especially the fact that the medal they had struck has masonic symbols on it.
I may know as much about this little organisation as anyone since it was based around the area where I live (West Midlands) and I have kept any little mentions I have found about it.
It was as they say a "benevolent society" - taking contributions from members and paying out small amounts in the event of sickness and/or death.
I don't believe it had any connection with the navy.
It certainly had no connection with Nelson - they seem to have just selected him as a sort of heroic figurehead.
And it was not a Masonic Order as such - more "quasi-masonic" with the use of similar symbols etc. etc.
One thing I have never got my head round is the quality of this medal they had struck - bearing in mind that the total membership only seems to have been in the low hundreds. I did try to follow up on the artist once but never really saw it through to a conclusion.
Hope some of this helps.
MB