These instructions are for Mac OS, but should work on any Unix that has GCC installed.
Download the latest PCRE source: http://www.pcre.org
Open Terminal.app and cd ~/Download/pcre-7.8
./configure
make
sudo make install
Test your code using the examples from the page on Perl Compatible Regular Expressions.
These steps work as-is for about 70% of Unix software that is distributed as source. Another 10% or so require minor fiddling of options to work with Mac OS.
Note: On Mac OS, you may have to install the Developer Tools to get GCC, along with X11, XCode, etc. If it is a shared computer, your system administrator has probably already done this.