To follow up, according to the Lenin page on Wikiquote Lenin experts contend that Lenin never made this remark. They consider it spurious.

I'd originally heard this quotation as "When we come to hang the capitalists, they'll sell us the rope." Which to my mind is much better worded than this version. If only Lenin had had a few wordsmiths on staff to secure his literary legacy. Maybe he did and they were hanged, too.