Here is a simple SSCCE showing how to achieve what you have asked for.

use strict;
use warnings;

use Test::More tests => 1;

my $have = 'http://www.myurl.com/me.html';
my $want = 'http:\/\/www.myurl.com\/me.html';

$have =~ s#/#\\/#g;

is $have, $want;
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Note however that I agree with haukex that under most circumstances the result which you say you want is maybe not so useful and that this does sound rather like an XY Problem.