IIS will accept backslashes by the way. You can probably escape the backslash either using \\ or \\\ in the datagroup.
$ curl -I 'http://www.microsoft.com/en-us\default.aspx'
HTTP/1.1 200 OK
Cache-Control: no-cache
Pragma: no-cache
Content-Length: 206535
Content-Type: text/html; charset=utf-8
Expires: -1
Server: Microsoft-IIS/7.5
X-AspNet-Version: 2.0.50727
Set-Cookie: MS0=de0af0d22bf6459a92445994b95a86ee; domain=microsoft.com; expires=Thu, 08-Sep-2011 23:34:35 GMT; path=/
Set-Cookie: MC1=GUID=270d68692f2ef34f92487726f2582b6f&HASH=6968&LV=20119&V=3; domain=microsoft.com; expires=Wed, 08-Sep-2021 23:04:35 GMT; path=/
Set-Cookie: MS_WT=ta_MSCOM_1={"Value":"{\"_wt.control-327131-ta_MSCOM_1\":{\"value\":\"{\\\"runid\\\":\\\"353624\\\",\\\"testid\\\":\\\"353616\\\",\\\"trackid\\\":\\\"353625\\\",\\\"typeid\\\":\\\"1\\\"}\"},\"_wt.user-327131\":{\"value\":\"{\\\"currentPath\\\":\\\"327131-ta_MSCOM_1-353624-353625\\\",\\\"uid\\\":\\\"4828298231037768320\\\",\\\"userSession\\\":\\\"1315523075284-13155230752844128\\\"}\"}}","Expires":"\/Date(1323299075578)\/"}; domain=microsoft.com; expires=Wed, 07-Dec-2011 23:04:35 GMT; path=/
VTag: 27946130900000000
P3P: CP="ALL IND DSP COR ADM CONo CUR CUSo IVAo IVDo PSA PSD TAI TELo OUR SAMo CNT COM INT NAV ONL PHY PRE PUR UNI"
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Date: Thu, 08 Sep 2011 23:04:34 GMT
Aaron