I have developed an Excel 2010 VBA Macro that makes use of VBScript.RegExp. One of my users is apparently using Excel Mac 2011, which supports VBA, but no
VBScript.RegExp
If you don't mind paying US$99, there is Aivosto RegExpr. Apparently this is a pure VBA solution, that should run on both PC and Mac VBA.
Alternatively, write separate solutions for both PC and Mac, then use compiler directives to separate which bit of code runs on each platform