The full quote plus context, thanks to the IMDB
Mongol General: We have won again. That is good! But what is best in life?
Mongol Warrior: The open steppe, fleet horse, falcon on your wrist, wind in your hair!
Mongol General: Wrong! Conan, what is best in life?
Conan: To crush your enemies, see them driven before you, and to hear the lamentation of the women!
Mongol General: That is good.
For full effect, this line should be uttered with Arnold Schwarzenegger's distinctively mangled English, thus:
"To crush yoah enemies, see dem driven befoah you, and to hear de lammentation of de vimmin!"
'De lammentation of de vimmin' would be a fantastic album title.