Well, I don't know exactly how to begin this beguine.
3 seconds sound clip from the All Through the Night (1942) movie soundboard.
You can hear this line at 00:23:18.340 in the Blu-ray version of the movie.
Quote context
[...]
- I'd like to have a little conference with you. Suppose we step over to the bar. We'll have a drink.
- Sherry for the lady and a double Martini for me.
- Now, miss Hamilton, I don't mind telling you, you can certainly sling those obbligtatos around.
- Thanks.
- Hi, uh... Nice kid. I met her at the junior prom.
- Now, what was it you wanted to talk to me about?
- Well, I don't know exactly how to begin this beguine.
- My old lady had a feeling that you might be able to tell me something about Miller's death.
- Said she and the neighbors used to see you down at the place quite often.
- Well, of course. I was a customer.
- I seem to remember you were saying this afternoon that it was something personal.
- Did I?
- Yeah.
- I can't remember anything I said. I was so upset.
[...]