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

Welcome to Farleyville, here it is the first post for the blog. Chris touched my life back in '92 (I believe) when I first caught him on Saturday Night Live. Yes I was 11 at the time and the only goal that I remember back then was staying up as late as possible, which was quite easy for me be it that my father was Exalted Ruler of the Elks Club, lodge 541 that year and always took my mom with him to the bar. I would stay home and "babysit" my brother who was 6 at the time. And when I mean "sit" that is exactly what I would do. We would wrestle around in the basement imitating our favorite wrestlers at the time, his the Ultimate Warrior, mine Andre the Giant. We had recently discovered the WWF and the video tape library at Video Palace and were not exactly current on our wrestling. Therefore in our eyes Andre was still at the top of the federation but very limited in his abilities. His finisher at the time was the Giant Squash, which involved sitting on his opponent. So there I was sitting on my brother when I heard a Saturday Night Live commercial. I must have heard of it before and realized it was on late, so in my head I knew I had to stay up and watch it. So later that night, my brother had survived the giant squash and was off to bed and there I was fighting the sandman with the assistance of Coke, cereal and circus peanuts, ready for the show. Nothing stands out on that first viewing in particular, well except my instant liking of Chris Farley. I just remember a funny chubby child like looking man smiling ear to ear when Sharon Stone came out and realized he was just like me when cute girls were around. Later in the show Farley and Sandler tried to pick her up in a restaurant and just stumbled over there lines while talking to her. I thought it was the funniest thing ever. From then on I had found a hero, someone that I could really enjoy every time I saw him on the TV. That is when the VCR know how came into play. I could stay up and watch this "adult" show when my parents were not there, but if they were home, I couldn't do that, so I programmed the VCR to record every show on Saturday Night. Unfortunately some of those tapes were recorded over with my other discovery around that time of "USA Up All Nite." From then on every time I knew or heard that Farley was going to be on TV I made sure that I had a videotape ready. But of course I missed stuff and picked up stuff along the way. Right now I probably have about 100 things dealing with Chris. Obsessive yes, but hey somethings from your childhood just don't go away. Unlike Mr. Farley, hopefully his memory will live on.