Ben Forta's New Regular Expression Book
If you don't know who Ben Forta is, there is something wrong with you! He is the reason that I am now a professional developer. Anywho, Ben is at it again, and has written a teriffic book on Regular Expressions.
Sams Teach Yourself Regular Expressions in 10 Minutes
http://www.forta.com/books/0672325667/
If you want to learn about Regular Expressions, this book is a must. It also helps that I contributed to this book by porting his ColdFusion sample application to ASP.NET (which is available for download from the link above).