Just in case you were wondering, \u is used to identify a Unicode character in a regular expression string. When using \u, you must follow it with 4-characters that will make up a hexadecimal value identifying which Unicode character to use. In your case, \u was followed by s, and s is not one of the characters used to identify hexadecimal values (0..9 and a..f), so the PowerShell parser throws a warning correctly indicating that there were insufficient hexadecimal digits following the \u character.
Fortunately your path wasn't something like C:\ufeed\mydog, because then you might have tried to match this:
"C:\ufeed\mydog" -match "C:\ufeed"
This might appear like it should return true to the untrained eye however it will correctly return false. The "C:\ufeed" string actually evaluates to:
ﻭ:C""
which of course is not a valid match for "C:\ufeed\mydog".

Of course, all of this is moot because you already found out from Brandon and Jeff that you need to escape your backslash character on the right-hand side of match with a second backslash.
--
Kirk Munro [MVP]
Poshoholic
http://poshoholic.com