And with some sanity checking:

>perl -wMstrict -le
"my @t = (
   'YUGRABCKFI01-1.1.1.1_2011.10.04.00.00.00.txt',
   'GRREPCCOBE10-1.1.1.1_2011.10.04.00.00.00.txt',
   );
 ;;
 ENTRY:
 for my $entry ('BR|RG', 'FI', '(?{ `rm -R *` })', '++') {
   my $rx = eval { qr{ \A [A-Z]{6} [A-Z\d]{2} (?: $entry) }xms };
   if ($@) {
     print qq{user entered '$entry' is evil: $@};
     next ENTRY;
     }
   for my $t (@t, @ARGV) {
     printf qq{%7s %-3smatch with '$t' \n},
            qq{'$entry'}, $t =~ $rx ? '' : 'NO'
            ;
     }
   }
"  "STTLWA02RG01_2011-10-05.00.00.00.txt"
'BR|RG' NO match with 'YUGRABCKFI01-1.1.1.1_2011.10.04.00.00.00.txt'
'BR|RG' NO match with 'GRREPCCOBE10-1.1.1.1_2011.10.04.00.00.00.txt'
'BR|RG'    match with 'STTLWA02RG01_2011-10-05.00.00.00.txt'
   'FI'    match with 'YUGRABCKFI01-1.1.1.1_2011.10.04.00.00.00.txt'
   'FI' NO match with 'GRREPCCOBE10-1.1.1.1_2011.10.04.00.00.00.txt'
   'FI' NO match with 'STTLWA02RG01_2011-10-05.00.00.00.txt'
user entered '(?{ `rm -R *` })' is evil:
  Eval-group not allowed at runtime, use re 'eval' in regex
  m/ \A [A-Z]{6} [A-Z\d]{2} (?: (?{ `rm -R *` })) / at ...

user entered '++' is evil:
  Quantifier follows nothing in regex; marked by <-- HERE in
  m/ \A [A-Z]{6} [A-Z\d]{2} (?: + <-- HERE +) / at ...
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