Android: Fragments backStack
If you really want to replace the fragment then use replace() methode instead of doing a remove() and an add().
FragmentManager fragmentManager = getFragmentManager();
FragmentTransaction fragmentTransaction = fragmentManager.beginTransaction();
fragmentTransaction.replace(..............);
fragmentTransaction.addToBackStack(null);
fragmentTransaction.commit();
Don't forget to do the addToBackStack(null) so your previous state will be added to the backstack allowing you to go back with the back button.
See also https://developer.android.com/reference/android/app/FragmentTransaction.html#replace(int, android.app.Fragment, java.lang.String) .
Another good source is http://developer.android.com/guide/components/fragments.html (search for replace() function).
Just remove first and the call super.onBackPressed
public void onBackPressed(){
// here remove code for your last fragment
super.onBackPressed();
}