How to add features missing from the Java regex implementation?

I'm new to Java. As a .Net developer, I'm very much used to the Regex class in .Net. The Java implementation of Regex (Regular Expressions) is not bad but it's missing some key features.

I wanted to create my own helper class for Java but I thought maybe there is already one available. So is there any free and easy-to-use product available for Regex in Java or should I create one myself?

If I would write my own class, where do you think I should share it for the others to use it?

[Edit]

There were complaints that I wasn't addressing the problem with the current Regex class. I'll try to clarify my question.

In .Net the usage of a regular expression is easier than in Java. Since both languages are object oriented and very similar in many aspects, I expect to have a similar experience with using regex in both languages. Unfortunately that's not the case.

Here's a little code compared in Java and C#. The first is C# and the second is Java:

In C#:

string source = "The colour of my bag matches the color of my shirt!";
string pattern = "colou?r";

foreach(Match match in Regex.Matches(source, pattern))
{
    Console.WriteLine(match.Value);
}

In Java:

String source = "The colour of my bag matches the color of my shirt!";
String pattern = "colou?r";
Pattern p = Pattern.compile(pattern);
Matcher m = p.matcher(source);

while(m.find())
{
    System.out.println(source.substring(m.start(), m.end()));
}

I tried to be fair to both languages in the sample code above.

The first thing you notice here is the .Value member of the Match class (compared to using .start() and .end() in Java).

Why should I create two objects