Regex isn't necessarily hard, per say, but just slightly tricky at first. It's the rules of engagement that can kick your @$$ if you don't know what you are doing. You can have a look at the resources page as well as this tutorial from Darkwater. And of course, there is also this site as well as my favorite, this book.
Sorry for the link bombardment... there are plenty of options. As for regex itself, its just a matter of starting simple and building up. Overall, it's not hard, and quite nice to use once you really get the hang of it (almost addictive actually). I would need to attend a PCRE Anonymous meeting if there ever was such a thing...
Thanks alpha! I did look at those. I did have some success today when i was running the preg_match command for alphanumeric and underscore only strings.
preg_match("/[a-zA-Z0-9_]$/", $var) (and then i looked at ur signature and lol'ed)
it worked, i think i could have also used /w if i am not wrong.