Lauren, Here is the clip that you are talking about...it appears that SNL has taken the video down...but here is the next best thing, the transcript. (Look to the end for your quote)

92m: Alec Baldwin / Paul McCartney
The Chris Farley Show .....Chris Farley.....Paul McCartney

Chris Farley: Um, hi. Welcome to The Chris Farley Show. I'm.. Chris Farley.. and, my guest tonight is.. one of the.. greatest musicians.. uh, rock musicians. I guess, songwriter, ever. [ Smacks himself ] GOD! That sounds stupid! God, I'm an idiot! I never know how to start these things!
Paul McCartney: You're doing great, Chris.Chris Farley: [ hopeful ] Really? No, I'm not. [ hyperventilating ] Anyway.. I guess.. I didn't have, have to say, who you were, because.. man, I mean.. everyone knows who you are. Mmm.. you're Paul McCartney.
Paul McCartney: Well, it's great to be here.
Chris Farley: [ uncomfortable ] You.. you.. you remember when you were with The Beatles?
Paul McCartney: Yeah, sure.
Chris Farley: That was awesome!
Paul McCartney: Yeah, it was.Chris Farley: O-kay.. Oh! You.. you remember when you went to Japan.. and, uh, and at the airport they arrested you 'cause you had some pot, and.. it made all the papers, and everything..?
Paul McCartney: Well, to be honest, Chris, I'd kind of like to forget all of that.
Chris Farley: [ smacks himself harder ] IDIOT!! That's so stupid! What a dumb question!!
Paul McCartney: No, no, no, Chris. I get asked that all the time in interviews. Maria Shriver asked the same question last week.
Chris Farley: Really? [ pause ] Did you know that she's married to Arnold Schwartzenegger?
Paul McCartney: Yeah. I've heard that.
Chris Farley: Did you see "Terminator"?
Paul McCartney: No, I missed that one.
Chris Farley: That was a pretty awesome flick. [ pause ] O-kay.. remember.. you remember when you were with The Beatles, and you were supposed to be dead, and, uh, there was all these clues, that, like, uh, you played some song backwards, and it'd say, like, "Paul Is Dead", and, uh, everyone thought that you were dead? That was, um, a hoax, right?
Paul McCartney: Yeah. I wasn't really dead.
Chris Farley: Right. I think we.. I think we got time for one more question. Uh.. remember when you were in The Beatles? And, um, you did that album Abbey Road, and at the very end of the song, it would.. the song goes, "And in the end, the love you take is equal to the love you make"? You.. you remember that?
Paul McCartney: Yes.
Chris Farley: Uh.. is that true?
Paul McCartney: Yes, Chris. In my experience, it is. I find, the more you give, the more you get.
Chris Farley:[ecstatic, starts to point at Paul and mouth "AWESOME!"] Well, that's it for this week's show. Thank you, Paul McCartney, thank you, for being one of the greatest.. of rock.. I mean, a living legend. And uh, a legend of rock and roll.. and.. just thanks for being on the show, and.. [smacks himself even harder] GOD DANGIT! That sounded stupid! I knew I'd screw up!Paul McCartney: You did fine, you did fine, Chris.
Chris Farley: Really? Thanks, man. Thanks. Thank you. [Outro music comes on, Chris continues to talk to Paul] Remember.. remember when I was talking to you about "The Terminator"? You.. you should see that movie, it's pretty cool..[ Paul nods his head ]

-thanks snltranscripts.jt.org