Check this page, explained clearly
http://en.wikipedia.org/wiki/Regular_expression[
^]
Besides a simple example:
To validate a email, you need to write a javascript or server side code. But regular expression makes your task easier. If there's a change then you just need to update regularexpression.
There's also a control
RegularExpressionValidator[
^] in ASP.NET to do validations using regex.
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