There are a variety of ways to implement this.  Here is one.
The relevant HTML would look like this:
<div><input type="text" id="myInput" /></div>
The jQuery would be something like this:
// probably within your jQuery(document).ready(...) function:
// bind a change event handler to your input
jQuery("#myInput").bind("change", function(e) {
    var $this = jQuery(this);
    var re = /[a-z]/; // here's your regex
    var imgSrc = "blank.gif";
    if (re.test(jQuery(this).val())){
        // this is a successful match - green
        imgSrc = "green.gif";         
    } else {
       // this is not a match - red
       imgSrc = "red.gif";
    }
    // make sure we have an image before our input:
    if(!$this.prev().is("img")) { $this.before("img"); }
    // set the image to green
    $this.prev().attr("src", imgSrc);
});
Edit: bug fix + comments