Cómo usar regex en jQuery

jQuery(function () {
    $(".mail").keyup(function () {
        var VAL = this.value;

        var email = new RegExp('^[A-Z0-9._%+-]+@[A-Z0-9.-]+\.[A-Z]{2,4}$');

        if (email.test(VAL)) {
            alert('Great, you entered an E-Mail-address');
        }
    });
});
Asghar Ali