Fixed it up:
Let A be the set of all finite sets, by the axiom of pairing there exists sets \{ A \}, \{ \{ A \}, A \}. Apply the axiom of regularity to \{ \{ A \}, A \}. There are two elements in \{ \{ A \}, A \}, consider the element \{ A \}. Clearly \{ \{ A \}, A \} \cap \{ A \} \neq...