I recently received a long email from a girl who asked the same question. But, by the end of the email she had written "Every day I think about what I did at one time or another. I think about the act when I broke a commandment, lied to my parents and did something dumb. Every time I go to church and the topic of sex comes up I feel like they're talking directly to me and I end up leaving feeling as though I failed in the Church. I find myself thinking about how I did something so slutty, although I've only been with one guy. Sometimes I find myself crying at night trying to figure out how I could have done such a stupid thing. After almost a year I have come to the point where I feel as though I can't forgive myself."
Keep in mind that this girl began her email asking if it was wrong not to regret having lost her virginity. If that's not regret, I do not know what is.
When a person is in a sexual relationship, it is common that he or she will not regret doing certain sexual things. The person might even cling to the relationship out of fear that if it ends, then they will be stuck with huge regrets. The absence of regret is sometimes a sign of the presence of denial. The fact that you feel no present regrets is no guarantee that you will not have them in the future. But to the degree you live purity, you are guaranteed no regrets.