Gary JaronGary,
I apologize for the delay in answering.
When I did a search using the online texts of James that we have links to on this site, I was not able to locate that quote you referred to in either the Essays in Radical Empiricism or in Some Problems of Philosophy, the Meaning of Truth, Pragmatism, Collected Essays and Reviews, Principles of Psychology vol 1 & 2, or the Will to Believe.
It does sound like James, yet I cannot locate it either in any of the original reprinted texts of his work.
Gary Jaron