You can use backslash either way;
string str = "He said to me, \"Hello World\". How are you?";
It prints;
He said to me, "Hello World". How are you?
which is exactly same prints with;
string str = @"He said to me, ""Hello World"". How are you?";
Here is a DEMO
.
"
is still part of your string.
Check out Escape Sequences
and String literals
from MSDN.