Doing a google search, I found this entertaining and informative take on the question at The Straight Dope.

And, just to stir the pot a bit more, here's something from a site, dated 2003, concerning Spanish surnames which originated in Ireland, according to the author, from HERE (that's a cached page):

I am aware of the theory that the mythical Milesian Invasion of Ireland was in fact a folk memory of actual prehistoric immigrations from Spain but I was referring to Irish names that entered into Spanish from the 16th century onwards. A certain Cathal O'Neill of Tyrone is recorded in the histories of the Spanish army as Carlos Onel di Tirone, for example. Names such as Kennedy (an epithet of a son of Brian Boroimhe) can be shown to have originated in Ireland and not from Spain or any other Celtic region. There may well be many names in Irish that derive from prehistoric or Iron Age Celtiberian origins but it would be difficult to prove any such derivation given the antiquity of the names involved. Many Celtic and therefore, Gaelic names share a common Celtic origin, (such as Lugh, Lleu, Lugos) and it would be difficult to pinpoint a geographical origin for any particular name. My particular interest is in the names of Irish mercenaries who joined the Spanish (and French) Army after the Tudor plantation of Ireland.