Did he say it first? The first page of Google hits is covered with Colbert saying it at the Correspondents' Dinner in 2006.

Edit: here it is, "I know there are some polls out there saying this man has a 32% approval rating. But guys like us, we don't pay attention to the polls. We know that polls are just a collection of statistics that reflect what people are thinking in "reality." And reality has a well-known liberal bias."