I will say that the C/C++/Javaish/Perlish/etc/etc structure for working with escape sequences is a real treat compared to The basic language. The only way to do this, is to concantenate the character code value to the string where the double quote would be. It's sick, and it makes the code a lot less understandable when dealing with strings, but here is how your example would look:
str1 = "President Lincoln said " & chr(34) & "Four score and seven years ago..." & chr(34)
chr is the basic function to return the ascii value of a given character code. In this case, 34, which is ". This page has a cool list of them:
http://www.lookuptables.com/
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Taboo Programmer
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since Dec 2004