The answer above is probably the right way to find ALL of the links that match a regex, but I thought it'd also be helpful to answer the other part of the question, how to use regex in Xpath locators. You need to use the regex matches() function, like this:
xpath=//div[matches(@id,'che.*boxes')]
(this, of course, would click the div with 'id=checkboxes', or 'id=cheANYTHINGHEREboxes')
Be aware, though, that the matches function is not supported by all native browser implementations of Xpath (most conspicuously, using this in FF3 will throw an error: invalid xpath[2]).
If you have trouble with your particular browser (as I did with FF3), try using Selenium's allowNativeXpath("false") to switch over to the JavaScript Xpath interpreter. It'll be slower, but it does seem to work with more Xpath functions, including 'matches' and 'ends-with'. :)