cmake: problems specifying the compiler

I have a problem with this CMakeLists.txt file:

cmake_minimum_required(VERSION 2.6)

SET(CMAKE_C_COMPILER C:\\MinGW\\bin\\gcc)
SET(CMAKE_CXX_COMPILER C:\\MinGW\\bin\\g++)

project(cmake_test)

add_executable(a.exe test.cpp)

Calling cmake with: cmake -G "MinGW Makefiles"

I get:

c:\cmake_test>cmake -G "MinGW Makefiles" .
-- The C compiler identification is GNU 4.6.1
CMake Warning (dev) at CMakeFiles/CMakeCCompiler.cmake:1 (SET):
  Syntax error in cmake code at

    C:/cmake_test/CMakeFiles/CMakeCCompiler.cmake:1

  when parsing string

    C:\MinGW\bin\gcc

  Invalid escape sequence \M

  Policy CMP0010 is not set: Bad variable reference syntax is an error.  Run
  "cmake --help-policy CMP0010" for policy details.  Use the cmake_policy
  command to set the policy and suppress this warning.
Call Stack (most recent call first):
  CMakeLists.txt:12 (project)
This warning is for project developers.  Use -Wno-dev to suppress it.

-- The CXX compiler identification is GNU 4.6.1
CMake Warning (dev) at CMakeFiles/CMakeCXXCompiler.cmake:1 (SET):
  Syntax error in cmake code at

    C:/cmake_test/CMakeFiles/CMakeCXXCompiler.cmake:1

  when parsing string

    C:\MinGW\bin\g++

  Invalid escape sequence \M

  Policy CMP0010 is not set: Bad variable reference syntax is an error.  Run
  "cmake --help-policy CMP0010" for policy details.  Use the cmake_policy
  command to set the policy and suppress this warning.
Call Stack (most recent call first):
  CMakeLists.txt:12 (project)
This warning is for project developers.  Use -Wno-dev to suppress it.

-- Check for working C compiler: C:\MinGW\bin\gcc
CMake Error at C:/cmake_test/CMakeFiles/CMakeCCompiler.cmake:1 (SET):
  Syntax error in cmake code at

    C:/cmake_test/CMakeFiles/CMakeCCompiler.cmake:1

  when parsing string

    C:\MinGW\bin\gcc

  Invalid escape sequence \M
Call Stack (most recent call first):
  CMakeLists.txt:2 (PROJECT)

CMake Error: CMAKE_C_COMPILER not set, after EnableLanguage
CMake Error: Internal CMake error, TryCompile configure of cmake failed
CMake Error: your C compiler: "C:\MinGW\bin\gcc" was not found.   Please set CMAKE_C_COMPILER to a valid compiler path or name.
CMake Error: your CXX compiler: "C:\MinGW\bin\g++" was not found.   Please set CMAKE_CXX_COMPILER to a valid compiler path or name.
-- Configuring incomplete, errors occurred!

I also tried with:

C:\MinGW\bin\g++
/C/MinGW/bin/g++

with the same result. Double quotes have not been helpful, either.

Of course, the compiler is present in the specified directory.

Thank you for any hint.