He apparently said this to an astounded Sean Hannity.
For those who don't check these things maniacally, Paul is now polling at 8% among likely Republican voters in NH (pdf). However, that's misleading because as everyone knows, RP supporters are "spammers," i.e. they fanatically vote for their candidate more so than other supporters do for their guy or gal. I.e., people can tell a pollster they'll likely vote in the primary, but I bet more Ron Paul supporters actually do it.