Nice easy sed question

I'm going quietly crazy here. BSD sed is it's own thing, but I can't see 
what I'm doing wrong...

I've got a file called example.txt:

Line 1
Line 2
Line 3

I'm trying to add "New Line" after "Line 2"

Both of these should work as far as I know:

sed  -i.bak  '/Line 2/a\New Line' example.txt
sed  -i.bak  -e '/Line 2/a\" -e "New Line' example.txt

(BSD requires a backup specification for -i IIRC, or '')

If I run it with the -i and have a genuine newline after \ it does write 
the correct stuff to stdout:

# sed  '/Line 2/a\
 > New Line' example.txt
Line 1
Line 2
New Line
Line 3


With an -i in any variations of the first two (single command or two -e 
-e) I just get errors like:

": invalid command code e
": extra characters at the end of N command
": extra characters after \ at the end of a command

(All starting with " - why?)

The only way I can make it work is with -i.bak and on two lines (as above).

The Fine Manual says of 'a':

   [1addr]a\
      text    Write text to standard output immediately before each 
attempt to
              read a line of input, whether by executing the “N” 
function or by
              beginning a new cycle.

This implies the newline is required but I'm struggling with finding a 
sane syntax here. A pointer to some better documentation would be welcome!

Or is there a better utility for editing (non-system) configuration 
files by script I just don't know about?

Thanks, Frank.