[Urgent] Regexp_replace question

Hi,

How can I remove characters that form a part of regular expressions? I
would like to remove all instances of the following characters:

[
]
\
+

Given that these all mean something in regexp, I am trying to prefix
them with a backslash, but it doesn't work. I tried the following:

    update TABLE
    set COLUMN = regexp_replace(COLUMN, E'[\\\[\]\+]+', '')
    ;

This did not work so I tried the naked characters separated by a pipe,
as follows:

    update TABLE
    set COLUMN= regexp_replace(COLUMN, E'[\|[|]|+]+', '')
    ;

But this of course did not work either. I've read and re-read the
pattern matching doc page ( http://snipurl.com/pg_regexp ) but it
doesn't seem to offer much help.

Any thoughts on what I am doing wrong?