regex.cpp

#include <iostream>
#include <string>
#include <regex>

using namespace std;

int main( ) {

  string s, sre;
  regex re;
  cmatch matches;

  while(true)
    {
      cout << "Expression: ";
      cin >> sre;
      if (sre == "quit")
	{
	  break;
	}

      cout << "String:     ";
      cin >> s;

      try
	{
	  // Assignment and construction initialize the FSM used
	  // for regexp parsing
	  re = sre;
	}
      catch (regex_error& e)
	{
	  cout << sre << " is not a valid regular expression: \""
	       << e.what() << "\"" << endl;
	  continue;
	}
      // if (regex_match(s.begin(), s.end(), re))
      if (regex_match(s.c_str(), matches, re))
	{
	  // matches[0] contains the original string.  matches[n]
	  // contains a sub_match object for each matching
	  // subexpression
	  for (int i = 1; i < matches.size(); i++)
	    {
	      // sub_match::first and sub_match::second are iterators that
	      // refer to the first and one past the last chars of the
	      // matching subexpression
	      string match(matches[i].first, matches[i].second);
	      cout << "\tmatches[" << i << "] = " << match << endl;
	    }
	}
      else
	{
	  cout << "The regexp \"" << sre << "\" does not match \"" << s << "\"" << endl;
	}
    }
}

I'm using Visual C++ 2008 Express Edition and in order to compile this code I have to add the directive:
using namespace tr1;

Thanks for the tip. I do most of my C++ programming with GCC, which includes some of the tr1 classes in std.