Unless some movie paraphrased her as you've cited above, the actual quote was "No one can make you feel inferior without your consent," and it came from her autobiography This is My Story, published in 1937 (early in her husband's second term).
Older, experienced cop is on a case, talking with a prostitute he's obviously known for years, perhaps trying to get information out of her. At one point she says, disgustedly, "I need you like I need another fuck."
This one may or may not be from the same film: One experienced cop to another, at a crime scene: "Nothing like a body first thing in the morning to get me hungry for a good breakfast." I'm probably paraphrasing badly, but any ideas will be appreciated.