\\ is a comment in php, so using it in your links would screw things up. If you want to show an actual backslash in your text, use the html code \ wherever you want the backslash.
Like this,
<a href="http://wordpress.org/">WordPress \\ The Best CMS</a>
Shows,
WordPress \\ The Best CMS
See http://matrixmagic.com/tools/symbols.html for more about html codes.
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Emily, that is so helpful. Thank you, Nathon.
