close all instances of gedit
open a terminal/console and move to where you downloaded the file, e.g. /home/myuser/Downloads
cd /home/myuser/Downloads
tar xzvf regex_replace-gedit3.tar.gz
mkdir -p ~/.local/share/gedit/plugins
mv regex_replace ~/.local/share/gedit/plugins
start gedit > edit > preferences > plugins > put a checkmark on "regular expressions"
now when you want to use regular expressions in search and replace you go here: search > regular expressions
source: http://halfhourhacks.blogspot.com/2008/03/gedit-regular-expression-plugin.html