I found a more complete version of the quote...it gets better:

This month, for example, a video surfaced of Judge Sotomayor asserting in 2005 that a “court of appeals is where policy is made.” She then immediately adds: “And I know — I know this is on tape, and I should never say that because we don’t make law. I know. O.K. I know. I’m not promoting it. I’m not advocating it. I’m — you know.”