[Licheng Fang]
> ...
> I want to know if there is some way to make Python RE behave like grep
> does,

Not in general, no.  The matching strategies couldn't be more
different, and that's both deep and intentional.  See Friedl's book
for details:

    http://regex.info/

> or do I have to change to another engine?

Yes, if POSIX regexp semantics are what you require.  Several years
ago there was an extension module for Python supplying POSIX
semantics, but I couldn't find anything current just now in a minute
of searching.  You may be more motivated to search longer ;-)
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