Several people have asked why the built-in URL Mapper in ASP.NET 2.0 doesn't support regular expressions. There were actually a few reasons for this -- one of the big ones being that just about the time we were about to consider adding it my team started also working on IIS7. We realized that a full-featured version would want/need to take advantage of some of the new features in IIS7 as well as the support all content types (in particular -- images and directories). So we postponed making it feature rich until a future version.
Christopher has built one you can use in the meantime with ASP.NET 2.0 though. You can learn about it here.