Another work-around is to construct a string with a temporary substitute character. Then you can use REPLACE to change each temp character to the double quote. I use tilde as the temporary substitute character.
Here is an example from a project I have been working on. This is a little utility routine to repair a very complicated formula if/when the cell gets stepped on accidentally. It is a difficult formula to enter into a cell, but this little utility fixes it instantly.
Sub RepairFormula()
Dim FormulaString As String
FormulaString = "=MID(CELL(~filename~,$A$1),FIND(~[~,CELL(~filename~,$A$1))+1,FIND(~]~, CELL(~filename~,$A$1))-FIND(~[~,CELL(~filename~,$A$1))-1)"
FormulaString = Replace(FormulaString, Chr(126), Chr(34)) 'this replaces every instance of the tilde with a double quote.
Range("WorkbookFileName").Formula = FormulaString
This is really just a simple programming trick, but it makes entering the formula in your VBA code pretty easy.