strpos() would be simpler:
if (strpos("http://www.php.net/index.html", "http://") !== false) {
//http:// is within the string
}
or perhaps to check that it is the starting portion
if (strpos("http://www.php.net/index.html", "http://") === 0) {
//http:// begins the string
}
You might have to do a strtolower() first to be certain.
If you really want to use regex, then use Perl compatible regex, i.e. by preg_match()