You need to encode your parameter's values before concatenating them to URL.
Backslash \ is special character which have to be escaped as %5C

Escaping example:

String paramValue = "param\\with\\backslash";
String yourURLStr = "http://host.com?param=" + java.net.URLEncoder.encode(paramValue, "UTF-8");
java.net.URL url = new java.net.URL(yourURLStr);
The result is http://host.com?param=param%5Cwith%5Cbackslash which is properly formatted url string.