OK, another stab...
Since you're not using a form, $message is your body...or part at least. You're typing the message in the script, right? As in...
$message.=stripslashes("We're off to see the wizard...");
Before originally replying, I sent an email and got no such escaped '. So, is it a setting on a particular server? Dunno, but I've never experienced it.
Untested snippet follows:
$subject = "You have mail";
Clear the variable
$body="We're off to see the wizard, ";
$body.=" the wonderful wizard of Oz.";
$body = stripslashes($body);
mail ($to, $subject, $body);
If this results in escaped ', something else is going on that I've never experienced. Let me know what it turns out to be.