Backslash parsing

I posted about this on the pgsql-general list and it was suggested I try
over here.

One SQL non-conformity of Postgres is in that it parses backslashes in
string literals as escape characters.  We have a 3rd party application (with
no access to the source code) for which this is a problem.

Is there (should there be?) a way to escape these backslashes at the ODBC
layer?  If not, what's the feasibility of hacking this in myself?

Any other suggestions?

Alex