Last time I tried to create a new systemuser, which is mananged in an other domain as the CRM system, I wasn’t able ton enter a backslash key in the domain name field.
After some investigation, it turned out that I was not able to enter \ in any field. I’ve reproduced this issue on multiple systems (On-Line and On-Premise) and multiple language packs.

With help of @nzregs I could verify that it is not a general problem. After comparing system parameters, I found out that I was able to enter a backslash with an different keyboard layout than ‘de-de’. Therefore I opened a ticket with the CRM support which is currently under investigation. It looks like it is a bug in the default form scripts.

If you have to enter a backslash in the meantime and you are experiencing the described problem, you could either copy/paste it from anywhere or you could enter ALT + 92.

Update

This issue was confirmed as a bug. The fix will be released with Rollup 7, which is currently scheduled for March 2012.