Slash confusion

Windows uses backwards slashes to mark off directories (e.g. "c:\temp\PBFSRULE.dta"). UNIX uses forwards slashes (e.g. "c:/temp/PBFSRULE.dta"). Stata accepts either on Windows. However, since the back slash is also used as an escape character (e.g. if you want the ` that starts a local to actually appear as a ` instead of starting a local, you can type \` ), it is not a bad idea to get in the habit of using forward slashes.

That prevents problems with something like this:
local outfile "PBFSRULE.dta"
save "c:\temp\`outfile'"

Besides, if you switch between UNIX and Windows environments, your code will be usable in both environments this way.

For a little history:
http://blogs.msdn.com/larryosterman/archive/2005/06/24/432386.aspx
And a more lyrical interpretation:
http://backslashconspiracy.org/article.php?id=1

Try these in Stata:
local filename "blah.dta"
local directory "c:/temp"
di " `directory'\`filename' "
di "Oops. It doesn't work because the backslash is escaping the character that follows it instead of allowing Stata to interpret it as usual."
di " `directory'/`filename' "
di "Forward slashes don't have this problem."
di " `directory'\\`filename' "
di "This time the first backslash escapes the second one, preventing it from having its usual function of escaping the local quote mark \` "
di "Crazy huh?"