If you’re using VMware Fusion and can’t get the keyboard layout right in your VM (especially if you can’t get backslash to show up), try my Happy Hacking UK layout. This gives me the correct layout on my MBP at least :)
My MBP has the \ key (shift-\ is |) above the return key and to the right of the ] key. Note that because this is the UK layout, it makes shift-2 generate double-quote ", and shift-single-quote generate @. For personal reasons, shift-3 generates hash #. To obtain the GBP Sterling currency symbol £, use right alt-3.