This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
"\\" is a String with one character, \. That happens to be an escape character in regular expressions as well. That means that you will need to escape it in your regex. That turns the regex into \\, so the String becomes "\\\\".
Or you simply use String.replace(). Since Java 5.0 or 6 it has been overloaded to take any CharSequence, which is an interface implemented by String. It behaves a bit like replaceAll except it takes a literal String, not a regex.