Confusion with string.replace()

[Joseph Wilhelm]

I'm getting some really strange behaviour from string.replace(), and I was
wondering if somebody could help explain this to me. All I'm trying to do is
escape single quotes in a string for a SQL query, but here's an example of
what I'm getting:

>>> import string
>>> a = "a'b"
>>> b = string.replace( a, "'", "\'" )
>>> b
"a'b"
>>> b = string.replace( a, "'", "\\'" )
>>> b
"a\\'b"
>>>

I just can't seem to wrap my brain around why it's doing that. Can somebody
explain that, or perhaps provide an easier option for preparing a SQL
statement?

--Joseph Wilhelm