How can I parse XML with regular expressions
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In more technical detail, all formal languages can be placed somewhere on the Chomsky hierarchy, where some languages are more expressive than others. In particular, context-free languages are more expressive than regular languages. Ignoring some technical details, this means that a regular language can never be used to completely parse non-trivial context-free languages (this can be proven by the pumping lemma). XML is a context-free language, while regular expressions are regular, so regular expressions can—provably—never fully parse XML.
That said, regexes can be useful as tools in the parsing process (e.g. to find the next occurrence of a non-quote-character).