How can I replace string in a file?

I have the following line in a file, I would like to insert \N between two comma

20121128020001,2012-11-28 02:00:01.000,,,,,,,3.80,,,,,

I tried to use seed

sed -i 's/,,/,\\N,/g' Test.CSV

Where I get the following result:

0121128020001,2012-11-28 02:00:01.000,\N,,\N,,\N,,3.80,\N,,\N,,

I could run two times, but in a huge file it is inefficient. How can I fix the sed command?