Why do the slashes change when the console gives me the error?

The string input as the filename looks like this:

String file = "http://www.queen.com/website/screenshots/" + username + createTimeStampStr() + ".PNG";

The console gives me back an error saying:

java.io.FileNotFoundException: http:\www.queen.com\website\screenshots\amit1220120625_110414.PNG (The filename, directory name, or volume label syntax is incorrect) 
at java.io.RandomAccessFile.open(Native Method) 
at java.io.RandomAccessFile.<init>(RandomAccessFile.java:212) 
at javax.imageio.stream.FileImageOutputStream.<init>(FileImageOutputStream.java:53) 
at com.sun.imageio.spi.FileImageOutputStreamSpi.createOutputStreamInstance(FileImageOutputStreamSpi.java:37) 
at javax.imageio.ImageIO.createImageOutputStream(ImageIO.java:393) 
at javax.imageio.ImageIO.write(ImageIO.java:1514) 
at Image.writeImage(Image.java:29) 
at Image.randomImage(Image.java:71) 
at Image.run(Image.java:120) 
at java.lang.Thread.run(Thread.java:619) 
java.lang.NullPointerException 
at javax.imageio.ImageIO.write(ImageIO.java:1523) 
at Image.writeImage(Image.java:29) 
at Image.randomImage(Image.java:71) 
at Image.run(Image.java:120) 
at java.lang.Thread.run(Thread.java:619)

Why do the slashes change when the console gives me the error? I am so confused......