I would just live with it. In fact, I would use a much simpler regex, or skip it altogether. You'll get validation when you go to construct the URL object anyway, so there's not much point in constructing your own validation regex, other than to weed out some blatantly wrong ones at the UI level, possibly saving a trip to the server side.
Did you create that one yourself or get it off the web? There are several schemes it won't allow (file and jdbc at least). Is this what you want?