Extracting hyperlinks from file

I need to produce an array of all the links(hrefs) in a remote file (actually those that refer to files in the same remote server, but thats another matter). I'm pretty new to php, i was thinking of doing it with ereg, something like eregi("a href[\"]?=(.*)>", $file, $link); but i cannot think of a way to make it walk through the whole string, so it would find all the links, not just the first one. Any ideas? Ando