I completely missed that!! And I've read the books several times.
IIRC, (and the kids have the books, I’ve got the tapes) it was when they were captured in her office, shortly before the was trying to work herself up to applying the Cruciatus curse on Harry.
Maybe I can find it on the tape...
She said it when she captured Harry and his friends using her fireplace the second time. Right before she tries to use the unforgiveable curse on him.