Now, this isn't definitive - it could have originated from something Lenin said, rather than something he wrote. And, of course, Lenin spoke, wrote and thought in Russian. "Useful idiots" could be a colloquial rendering of some similar Russian phrase. But no-one has been able to pin it, definately, on Lenin.
Which raises another possibility - perhaps he never said it, or wrote it. Perhaps it originated, not amongst the revolutionaries of 1917, but amongst their enemies in other countries. What better way to make supporters of the USSR doubt their sympathy, and make them appear suspicious and untrustworthy in the eyes of everyone else, than by hinting they are dupes of a cunning revolutionary? Creating an arresting phrase, and falsely attributing it to Lenin would create this doubt far more effectively than lecturing.
So is "useful idiots" another rightwing trick to split the left, and discredit it in the eyes of its natural constituency. It's impossible to tell. But recalling other frauds used by the right to undermine the credibility of the left, such as the Zinoviev Letter (2), or (more parochially) the lying Iwi/Kiwi billboards deployed by National (3), it is typical.
1 - 'Useful idiot,' wikipedia article, viewed 22nd of February, 2008. (http://en.wikipedia.org/wiki/Useful_idiot#Origins_unknown)
2 - 'Zinoviev Letter,' wikipedia article, viewed 22nd of February, 2008. (http://en.wikipedia.org/wiki/Zinoviev_Letter)
3 - 'Green lays complaint over Nats’ ‘Iwi / Kiwi’ billboard,' press release by Nandor Tanczos, dated 1st of July, 2005. (http://www.greens.org.nz/searchdocs/PR8915.html)