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In a message to comp.emacs.xemacs, Jamie Zawinski once said:

Some people, when confronted with a problem, think "I know, I'll use regular expressions." Now they have two problems.

I've always had trouble understanding what he was getting at. What does he mean by this?

Update

The answer that I'm looking for is one which explains what the 2nd problem is. Most answers below are that regexes are hard, which doesn't seem to fit the question.