Komodo, ActiveState's Perl/Python/XSLT/whatnot editor has facilities to play around with regular expressions, it might be nice to learn by experimenting.
Along the same line, the YAPE::Regex::Explain module on CPAN "explains" what a given regex does.
There are several entries on regexs in the Tutorials section of this site.
There's of course also perlre, but that you problably know.