I know this is a bit old, but since the accepted answer no longer works in newer versions of Backbone, I figured I would share my findings.
I found a way to get this to work in IE8 and Chrome (have not testing any other browsers) - if you are using Backbone.history for navigation.
If you use two preceding slashes in the navigate call, it will create the Url like you want it.
Backbone.history.navigate('//help');
I did not change the routes at all - they do not start with a slash. Putting a slash there seemed to break it.
I should also note that I am using Marionette with Backbone as perhaps that could make a difference.
I hope this helps someone.