php replace string or explode() function

php replace string or explode() function

I have a link in format like
http://example.com/a/b.swf
I want to to convert it to
http://cache.example.com/a/b.swf
How can I do it?
I tried it with PHP's explode() function but when I explode some part of
string, then I add it to itself it does not work.