Looking for an easier regex check...

Does anybody know of a good way to make sure that a string contains ONLY certain characters. I tried using ereg("[~`!@#$%^&*(){}-+=|\\/.,<>'\":;\[\]]", $string); but I get parse errors. Besides that I only want the characters A-Za-z0-9_ in $string. Is there is simpler way to ensure this rather than checking to see if any of the characters I don't want are in there? Thank you for your help in advance.