It has been said that we are the product of our experiences. Our actions, or reactions, are often influenced by experiences from earlier on in life, often childhood, and many problems start because of something that happened in infancy.
As adults, our brains constantly process and analyse information at a conscious level, deciding what is useful and worthy of storage at a subconscious level, and discarding what is not worth retaining.
A toddler, however, hasn't developed that logical, questioning capacity that an adult has, and therefore information can often be taken at face value, and stored directly in the subconscious without any rational intervention from their conscious mind.
Regression therapy is a highly specialised technique, which only therapists who are qualified to an advanced level will attempt, but it is perfectly safe for clients. It is simply a means of bringing forward information from a client's past, through memories which have become buried in the subconscious, in order to help the client understand why they have a particular problem, and therefore helping them to address it.
The subconscious acts like a filing system, containing all the memories of every experience in our lives. Relevant information can be brought forward to the conscious mind, which can then use its logic to begin a change. This change process helps the client develop a different attitude to their problem.
It's comparable with changing a programme in a computer. Not just adding a new programme, but changing the original. Once it has been done correctly, the behaviour change is permanent.
Regression would not be used for Stop Smoking therapy, as it's extremely rare for someone to start smoking due to a personal trauma.