Iguess I'll either have to make sure the users know to quote the regexes or put in a command line interface and have them type the value there.

I would vote for a redesign of your application.
First, you cannot trust the users to remember quoting and some users maybe anoyed. Second, if you mean by command line interface some

 print "Put in your regular expression here:"
$input = <STDIN>;
[download]

you may anoy your user much more, because automatic batch processing will become impossible.
But maybe I just missunderstood you here.

Hanamaki