Whenever I use backslash "\" in my script it says:
[user@linux ~]# iptables-restore firewall-rules
Bad argument `\\'
Error occurred at line: 20
Try `iptables-restore -h' or 'iptables-restore --help' for more information.
What am I missing here?

Without the backslash everything works fine.
Some iptables sample scripts online have backslashes, some forward slashes.
FC3 iptables-1.2.11-3.1