OK, he didn't actually say that, but that's what he believes -- if he is, as he claims to be, a member of the LDS church.
There can be no doubt about this one. Here's why.
In his "History", Joseph Smith describes a meeting he had when he was 14 years old with God and Jesus. Joseph was confused about the various Christian sects, so he asked God to help him sort it all out. Here's what happened according to Mormon scripture.
Exerting all my powers to call upon God ... I saw a pillar of light exactly over my head, above the brightness of the sun, which descended gradually until it fell upon me. 16
A light, brighter than the sun, fell on Joseph, and two brightly shining men appeared above him in the air. One of them said to him, while pointing at the other shiny guy, "Joseph, this is my beloved son. Hear him!" (Jesus's dad is on the right.)
When the light rested upon me I saw two Personages, whose brightness and glory defy all description, standing above me in the air. One of them spake unto me, calling me by name and said, pointing to the other—This is My Beloved Son. Hear Him! 17
Which was really fortunate, since Joseph wanted to find out which of the Christian sects was right. Now that God and his son (Jesus, I'm thinking) had showed up, Joseph could just ask them directly. If anyone would know, they would.
My object in going to inquire of the Lord was to know which of all the sects was right, that I might know which to join. ... Therefore ... I asked the Personages who stood above me in the light, which of all the sects was right (for at this time it had never entered into my heart that all were wrong)—and which I should join. 18
The more talkative one (Jesus' dad?) told Joseph that he should "join none of them, for they were all wrong" and that "all their creeds were an abomination in his sight."
I was answered that I must join none of them, for they were all wrong; and the Personage who addressed me said that all their creeds were an abomination in his sight. 19
So if Mitt Romney is a Mormon, he believes that all non-Mormon Christian beliefs are wrong and an abomination in God's sight.
Either that or he believes that Joseph Smith was just making stuff up when he wrote Mormon scripture.
Someone should ask him which it is.