I have a cell value like this:
This is a <\"string\">string, It should be <\"changed\">changed to <\"a\"> a number.
There
Assuming the text in cell A1, then try this code
Sub DelDoubleString()
Dim Text As String, Text2Replace As String, NewText As String
On Error Resume Next 'Optional, in case there's no double string to be deleted
Text = Cells(1, 1)
Do
Text2Replace = Mid$(Text, InStr(Text, "<"), InStr(Text, ">") - InStr(Text, "<") + 1)
NewText = Application.WorksheetFunction.Substitute(Text, Text2Replace, vbNullString)
Text = NewText
Loop Until InStr(NewText, "<") = 0
Cells(1, 1) = NewText
End Sub