First of all please preview before you submit any post.
From the above post your problem is not very clear. What I get from it is that you want to replace all '\' with new lines (i.e. <br>) and remove the last one (just before the paragraph ends).
If my guess is correct here is something to try

my $text;
while (my $line = <DATA>){
    $line =~ s/\\/<br>/;
    $text .= $line;
}
$text =~ s[<br>\s*</p>][</p>]s;
print $text;

__DATA__
<p>
This affected me deeply because I was being treated for depression the
+n.
I felt she was replacing me as mother and grandmother.\
This scenario occurred as often as two to three times a week.\
Somehow, all of those present seemed to think I should be her "friend.
+"
Shouldn't I be allowed to choose whom I want to associate with?
Now, add the fact that my sister and her husband are still
very attached to my ex, as they should be.\
</p>
[download]

output looks like:

<p>
This affected me deeply because I was being treated for depression the
+n.
I felt she was replacing me as mother and grandmother.<br>
This scenario occurred as often as two to three times a week.<br>
Somehow, all of those present seemed to think I should be her "friend.
+"
Shouldn't I be allowed to choose whom I want to associate with?
Now, add the fact that my sister and her husband are still
very attached to my ex, as they should be.</p>
[download]