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Best way to get links from strings that contain them

I have a list of links, but I need to FILTER-OUT and EXTRACT correct links from the String.
Extract should start with mywebsite.com and which end with 9-digitnumber.html
Links are strings, extracted to string
Example
http://blah.com?f=www.mywebsite.com/sdfsf/sdfsdf/sdfsdfsdf/123456789.html&sdfsdf/sf/sdfsd8sdfsdfsdf
and so on...
From this, regex must extract
mywebsite.com/sdfsf/sdfsdf/sdfsdfsdf/123456789.html
This should match the number in the end
'#"[0-9]{9}". but I am very new to regex and trying to learn how to use it properly

Parsing HTML with regexs is usually a bad idea. For you particular example, you can use:
(mywebsite.com/(.+?)\d{9})
but as Andrew said, using a regex for doing what you want is not really necessary.

/mywebsite\.com\/[a-zA-Z0-9\/]*[0-9]{9}\.html/

Simplifying Regex's - escaping

I want to enable my users to specify the allowed characters in a given string.
So... Regex's are great but too tough for my users.
my plan is to enable users to specify a list of allowed characters - for example
a-z|A-Z|0-9|,
i can transform this into a regex which does the matching as such:
[a-zA-Z0-9,]*
However i'm a little lost to deal with all the escaping - imagine if a user specified
a-z|A-Z|0-9| |,|||\|*|[|]|{|}|(|)
Clearly one option is to deal with every case individually but before i write such a nasty solution - is there some nifty way to do this?
Thanks
David

Forget regex, here is a much simpler solution:
bool isInputValid = inputString.All(c => allowedChars.Contains(c));

You might be right about your customers, but you could provide some introductory regex material and see how they get on - you might be surprised.
If you really need to simplify, you'll probably need to jetison the use of pipe characters too, and provide an alternative such as putting each item on a new line (in a multi line text box for instance).

To make it as simple as possible for your users, why don't you ditch the "|" and the concept of character ranges, e.g., "a-z", and get them just to type the complete list of characters they want to allow:
abcdefghijklmnopqrstuvwxyzABCDEFGHIJKLMNOPQRSTUVWXYZ01234567890 *{}()
You get the idea. I think this will be much simpler.

Conditional Regex Replace in C# without MatchEvaluator

So, Im trying to make a program to rename some files. For the most part, I want them to look like this,
[Testing]StupidName - 2[720p].mkv
But, I would like to be able to change the format, if so desired. If I use MatchEvaluators, you would have to recompile every time. Thats why I don't want to use the MatchEvaluator.
The problem I have is that I don't know how, or if its possible, to tell Replace that if a group was found, include this string. The only syntax for this I have ever seen was something like (?<group>:data), but I can't get this to work. Well if anyone has an idea, im all for it.
EDIT:
Current Capture Regexes =
^(\[(?<FanSub>[^\]\)\}]+)\])?[. _]*(?<SeriesTitle>[\w. ]*?)[. _]*\-[. _]*(?<EpisodeNumber>\d+)[. _]*(\-[. _]*(?<EpisodeName>[\w. ]*?)[. _]*)?([\[\(\{](?<MiscInfo>[^\]\)\}]*)[\]\)\}][. _]*)*[\w. ]*(?<Extension>\.[a-zA-Z]+)$
^(?<SeriesTitle>[\w. ]*?)[. _]*[Ss](?<SeasonNumber>\d+)[Ee](?<EpisodeNumber>\d+).*?(?<Extension>\.[a-zA-Z]+)$
^(?<SeriesTitle>[\w. ]*?)[. _]*(?<SeasonNumber>\d)(?<EpisodeNumber>\d{2}).*?(?<Extension>\.[a-zA-Z]+)$
Current Replace Regex = [${FanSub}]${SeriesTitle} - ${EpisodeNumber} [${MiscInfo}]${Extension}
Using Regex.Replace, the file TestFile 101.mkv, I get []TestFile - 1[].mkv. What I want to do is make it so that [] is only included if the group FanSub or MiscInfo was found.
I can solve this with a MatchEvaluator because I actually get to compile a function. But this would not be a easy solution for users of the program. The only other idea I have to solve this is to actually make my own Regex.Replace function that accepts special syntax.

It sounds like you want to be able to specify an arbitrary format dynamically rather than hard-code it into your code.
Perhaps one solution is to break your filename parts into specific groups then pass in a replacement pattern that takes advantage of those group names. This would give you the ability to pass in different replacement patterns which return the desired filename structure using the Regex.Replace method.
Since you didn't explain the categories of your filename I came up with some random groups to demonstrate. Here's a quick example:
string input = "Testing StupidName Number2 720p.mkv";
string pattern = #"^(?<Category>\w+)\s+(?<Name>.+?)\s+Number(?<Number>\d+)\s+(?<Resolution>\d+p)(?<Extension>\.mkv)$";
string[] replacePatterns =
{
"[${Category}]${Name} - ${Number}[${Resolution}]${Extension}",
"${Category} - ${Name} - ${Number} - ${Resolution}${Extension}",
"(${Number}) - [${Resolution}] ${Name} [${Category}]${Extension}"
};
foreach (string replacePattern in replacePatterns)
{
Console.WriteLine(Regex.Replace(input, pattern, replacePattern));
}
As shown in the sample, named groups in the pattern, specified as (?<Name>pattern), are referred to in the replacement pattern by ${Name}.
With this approach you would need to know the group names beforehand and pass these in to rearrange the pattern as needed.

Need C# regexp for URL validation

How to validate by a single regular expression the urls:
http://83.222.4.42:8880/listen.pls
http://www.my_site.com/listen.pls
http://www.my.site.com/listen.pls
to be true?
I see that I formulated the question not exactly :(, sorry my mistake. The idea is that I want to validate with the help of regexp valid urls, let it be an external ip address or the domain name. This is the idea, other valid urls can be considered:
http://93.122.34.342/
http://193.122.34.342/abc/1.html
http://www.my_site.com/listen2.pls
http://www.my.site.com/listen.php
and so on.

The road to hell is paved with string parsing.
URL parsing in particular is the source of many, many exploited security issues. Don't do it.
For example, do you want this to match?
Note the uppercase scheme section. Remember that some parts of a URL are case sensitive, and some are not. Then there's encoding rules. Etc.
Start by using System.Uri to parse the URLs you provide:
var uri = new Uri("http://83.222.4.42:8880/listen.pls");
Then you can write things like:
if (uri.Scheme == "http" &&
uri.Host == "83.222.4.42" &&
uri.AbsolutePath == "/listen.pls"
)
{
// ...
}

^http://.+/listen\.pls$

If there are strictly only 3 of them don't bother with a regular expression because there is not necessarily a good pattern match when everything is already strictly known - in fact you might accidentally match more than these three urls - which becomes a problem if the urls are intended for security purposes or something equally important. Instead, test the three cases directly - maybe put them in a configuration file.
In the future if you want to add more URLs to the list you'll likely end up with an overly complicated regular expression that's increasingly hard to maintain and takes the place of a simpler check against a small list.
You won't necessarily get speed gains by running Regex to find these three strings - in fact it might be quite expensive.
Note: If you wantUri regular expressions also try websites hosting libraries like Regex Library - there are many to pick and choose from if your needs change.

/^http:\/\/[-_a-zA-Z0-9.]+(:\d+)?\/listen\.pls$/

Do you mean any URL ending with /listen.pls? In that case try this:
^http://[^/]+/listen\.pls$
or if the protocol identifier must be optional:
^[http://]?[^/]+/listen\.pls$
Anyway take a look here, maybe it is useful for you: Url and Email validation using Regex

A modified version base upon Jay Bazuzi's solution above since I can't post code in comment, it checks a blacklisted extensions (I do this only for demonstration purpose, you should strongly consider to build a whitelist rather than a blacklist) :
string myurl = "http://www.my_site.com/listen.pls";
Uri myUri = new Uri(myurl);
string[] invalidExtensions = {
".pls",
".abc"
};
foreach(string invalidExtension in invalidExtensions) {
if (invalidExtension.ToLower().Equals(System.IO.Path.GetExtension(myUri.AbsolutePath))) {
//Logic here
}
}

Regular expression to define format of backup filenames

In the application I am currently working on, I have an option to create automatic backups of a certain file on the hard disk. What I would like to do is offer the user the possibility to configure the name of the file and its extension.
For example, the backup filename could be something like : "backup_month_year_username.bak". I had the idea to save the format in the form of a regular expression. For the example above, the regexp would look like :
"^backup_(?<Month>\d{2})_(?<Year>\d{2})_(?<Username>\w).(?<extension>bak)$"
I thought about using regex because I will also have to browse through the directory of backuped files to delete those older than a certain date. The main trouble I have now is how to create a filename using the regex. In a way I should replace the tags with the information. I could do that using regex.replace and another regex, but I feel it's a big weird doing that and it might be a better way.
Thanks
[Edit] Maybe I wasn't really clear in the first go, but the idea is of course that the user (in this case an admin that will know regex syntax) will have the possibility to modify the form of the filename, that's all the idea behind it[/Edit]

... and if the regex changes, it is next to impossible to reconstruct a string from a given regex.
Edit:
Create some predefined "place-holders": %u could be the user's name, %y could be the year, etc.:
backup_%m_%y_%u.bak
and then simple replace the %? with their actual values.

It sounds like you're trying to use the regular expression to create the file name from a pattern which the user should be able to specify.
Regular expressions can - AFAIK - not be used to create output, but only to validate input, so you'd have the user specify two things:
a file name production pattern like Bart suggested
a validation pattern in form of a regular expression that helps you split the file names into their parts
EDIT
By the way, your sample regex contains an error: The "." is use for "any character", also \w only matches one word character, so I guess you meant to write
"^backup_(?<Month>\d{2})_(?<Year>\d{2})_(?<Username>\w+)\.(?<extension>bak)$"

If the filename is always in this form, there is no reason for a regex, as it's easier to process with string.Split ...

With Bart's solution it is easy enough to split (using string.Split) the generated file name using underscore as the delimiter, to get back the information.

Ok, I think I have found a way to use only the regex. As I am using groups to get the information, I will use another regular expression to match the regular expression and replace the groups with the value:
Regex rgx = new Regex("\(\?\<Month\>.+?\)");
rgx.Replace("^backup_(?<Month>\d{2})_(?<Year>\d{2})_(?<Username>\w+)\.(?<extension>bak)$"
, DateTime.Now.Month.ToString());
Ok, it's really a hack, but at least it works and I have only one pattern defined by the user. It might not work if the regex is too complex, but I think I can deal with that problem.
What do you think?