Well if we look at RFC 3986 we can find the definition of a URL.
And if we take a look at Appendix B there is a guide to using regular expressions to parse a URL:
Appendix B. Parsing a URI Reference with a Regular Expression
As the "first-match-wins" algorithm is identical to the "greedy"
disambiguation method used by POSIX regular expressions, it is
natural and commonplace to use a regular expression for parsing the
potential five components of a URI reference.
The following line is the regular expression for breaking-down a
well-formed URI reference into its components.
^(([^:/?#]+):)?(//([^/?#]*))?([^?#]*)(\?([^#]*))?(#(.*))?
12 3 4 5 6 7 8 9
The numbers in the second line above are only to assist
readability; they indicate the reference points for each
subexpression (i.e., each paired parenthesis). We refer to the
value matched for subexpression as $. For example, matching
the above expression to
http://www.ics.uci.edu/pub/ietf/uri/#Related
results in the following subexpression matches:
$1 = http:
$2 = http
$3 = //www.ics.uci.edu
$4 = www.ics.uci.edu
$5 = /pub/ietf/uri/
$6 = <undefined>
$7 = <undefined>
$8 = #Related
$9 = Related
where indicates that the component is not present, as
is the case for the query component in the above example.
Therefore, we can determine the value of the five components as
scheme = $2
authority = $4
path = $5
query = $7
fragment = $9
Going in the opposite direction, we can recreate a URI reference
from its components by using the algorithm of Section 5.3.
You can ues this regular expression to parse the URL manually or use the built in parse_url function avalable in PHP 4 and 5