Hi
I'm not sure why that isn't working for you, it looks fine to me although there are a few unnecessary escapes and a rogue "?" in the expression you posted, though for me they dont cause any exception to be thrown.
This is a slightly cleaner version of your expression that works fine for me: "^\\+?[-0-9]()\\s,-/\\\\]*"
If you just use "\\\\" on it's own do you still get the exception? Maybe it's environmental?