How do I get backslashes to save?
This sounds like it may be a magic_quotes issue. If at all possible, disable this in your PHP configuration. Instructions on how to disable them are on the PHP website. If this is enabled on a live, shared server and you don't have access to the PHP configuration then I would highly recommend looking for a new host. The magic_quotes_gpc option has been deprecated in PHP 5.3, and will likely be removed very soon.

Magic quotes provide a way of escaping incoming input, and have been frowned on for quite a while in favor of validating input properly in your application, which Drupal does.