Bash Scripting: Replace space with literal "\ "

[SROSeaner]

I am having a small problem with a bash shell script.

This script dumps a directory listing of files to a single file in the following format:

user/sean/my documents/testdocument.txt
user/sean/my documents/test document2.txt

I want to be able to insert \ in front of every space there is so the path can be properly processed later on as follows:

user/sean/my\ documents/testdocument.txt
user/sean/my\ documents/test\ document2.txt

Any suggestions? I have tried with tr and sed but doesn't seem to put the \[space] in, it just puts a space.