If $R$ is a finite $S$-module, then the ring extension $S \subseteq R$ is integral. This already implies that $\dim S = \dim R$ (this doesn't use $R, S$ local, or $S$ regular), and also implies the result about systems of parameters (and the hypothesis that $S$ is regular is not needed), as follows:
$\newcommand{\n}{\mathfrak{n}}$
$\newcommand{\m}{\mathfrak{m}}$
$\newcommand{\ht}{\text{ht}}$
Suppose $(S, \n) \subseteq (R, \m)$, $\dim S = d$. If $a_1, ..., a_d \in \n$ is an sop in $S$, then $I := (a_1,...,a_d)S$ is $\n$-primary. Let $p$ be a minimal prime of $IR$. Now $p$ contracts to a prime of $S$ containing $a_1,...,a_d$, so $p \cap S = \n$. By incomparability of primes in an integral extension, $p = \m$, so $a_1, ..., a_d$ is an sop of $R$.