Ubuntu :: Cannot Delete File With Backslash In Filename

Ubuntu 10.04 Guest in VirtualBox

I'm trying to delete a file called

Code:
springlobby_config.h

I've tried:

Code:
rm -i *

which gives me:

Code:
rm: cannot remove `springlobby_config\.h': No such file or directory

Tried to rename it:

Code:
mv * abc

which gives me:

Code:
mv: cannot stat `springlobby_config\.h': No such file or directory

I don't think it's a permissions issue because usually the terminal would say permission denied, but perhaps I'm wrong.