how to get pg_dump in postgesql 8.2 to create inserts with E'....' for back slashes

I have been trying to get postgresql 8.2 to create sql insert commands which,
for a field of type byteA with back-slashes, are in the form E'xxx\yy\zz'

I assume that the same cannot be done with postgresql versions 7.

I have found how to turn off the warning if the insert used a back-slash as an
escape character (ie. in the form 'xxx\\yy\\zz').

I am in the process of changing from version 7.4 to 8.2 and from what I
understand the correct way to have the insert is without the escape
back-slash.

thanks
mike l