I'd forgotten that line. A little Google research turned up this website.

http://www.barbariankeep.com/ctbsecrets.html

The line originated in

"... a book by Harlod Lamb titled, GENGHIS KAHN: THE EMPEROR OF ALL MEN, pages 106-107:

One day in the pavilion at Karakorum he [Genghis Kahn] asked an officer of the Mongol guard what, in all the world, could bring the greatest happiness.

"The open steppe, a clear day, and a swift horse under you," responded the officer after a little thought, "and a falcon on your wrist to start up hares."

"Nay," responded the Kahn, "to crush your enemies, to see them fall at your feet -- to take their horses and goods and hear the lamentation of their women. That is best.""