String.replaceAll(String,String)
is regex.
String.replace(String,String)
will do what you want.
The following…
String str = "C:\\Documents and Settings\\HUSAIN\\My Documents\\My Palettes";
System.out.println(str);
str = str.replace("\\", "\\\\");
System.out.println(str);
Produces…
C:\Documents and Settings\HUSAIN\My Documents\My Palettes
C:\\Documents and Settings\\HUSAIN\\My Documents\\My Palettes