To summarize all the previous comments:
Dim rx As Regex = New Regex("(?=AA)")
Dim mc As MatchCollection = rx.Matches("BAAABBB")
This will result in the result you are requesting.
EDIT:
# ( VB.NET, VB.NET).
Regex rx = new Regex("(?=AA)");
MatchCollection mc = rx.Matches("BAAABBB");