Is it possible to use CPP extension on Haskell code which contains multiline string literals? Are there other conditional compilation techniques for Haskell?

For example, let's take this code:

-- If the next line is uncommented, the program does not compile.
-- {-# LANGUAGE CPP #-}

msg = "Hello\
  \ Wor\
  \ld!"

main = putStrLn msg

If I uncomment {-# LANGUAGE CPP #-}, then GHC refutes this code with a lexical error:

[1 of 1] Compiling Main             ( cpp-multiline.hs, cpp-multiline.o )

cpp-multiline.hs:4:17:
    lexical error in string/character literal at character 'o'

Using GHC 6.12.1, cpphs is available.

I confirm that using cpphs.compat wrapper and -pgmP cpphs.compat option helps, but I'd like to have a solution which does not depend on custom shell scripts. -pgmP cpphs does not work.

P.S. I need to use different code for GHC < 6.12 and GHC >= 6.12, is it possible without preprocessor?