Regular expressions are like alien gibberish to me. It is easy to understand the concept of regex and see why it is a useful to syntax to comprehend. Fully understanding how and why they work is another story. I'm working on getting on top of that learning curve. Here are a few resources that I am finding useful in this climb.

There are a lot of tools out there for evaluating regular expressions. For windows I think Expresso is a good choice. It has a 30 minute interactive tutorial and is free to download and use. It is .NET regex, but the features are close enough to E4X to be useful.

I Love Jack Daniels has MANY excellent cheat sheets, including this one for regular expressions.

There are a number of flavors of regular expressions. They are fundamentally similar, but it is good to know how they differ.