Wrong. AutoLISP does not use the backslash to escape wildcard characters. It is, as ronjonp has stated, the reverse quote.
@Emmanuel Delay If you would like to escape all wildcard characters, take a page from Lee Mac's book and have a go using the iterative version of this.
All the escape characters in that function is entailed in the list of numbers '(35 64 46 42 63 126 91 93 45 44). The asterisk has the ascii number of 42, therefore if you remove that from the list, that should escape everything except the asterisk, which is what you're after. For any other characters if you're unsure, just invoke (ascii ".") or (ascii ",") or the character you wish in the command line, and remove that number from the list.