Using JMP's Word() function along with Jarmo's methodology one can also solve the problem.
Names Default To Here(1);
string = "I am looking for ^this^, ^that^, and sometimes ^those^.";
result = Regex(string, "\^([^\n]*?)\^"); // Only returns first match.
matches = {};
While(!Is Missing(result = word(2,string, "^")),
Substitute Into(string, "^"||result||"^", "");
Insert Into(matches, result);
);
show(matches); // matches = {"^this^", "^that^", "^those^"};
matches = {"this", "that", "those"};
Jim