You are missing, that \ is the escape character.
Look here: http://docs.python.org/reference/lexical_analysis.html at 2.4.1 "Escape Sequence"
Most importantly \n is a newline character. And \\ is an escaped escape character :D
>>> a = 'a\\\\nb'
>>> a
'a\\\\nb'
>>> print a
a\\nb
>>> a.replace('\\\\', '\\')
'a\\nb'
>>> print a.replace('\\\\', '\\')
a\nb