Possible Duplicate:
Are there rules about using “that” to join two clauses?
In the following, does the word "that" belong?
"He said that we should go fishing."
Possible Duplicate:
Are there rules about using “that” to join two clauses?
In the following, does the word "that" belong?
"He said that we should go fishing."
This usage of "that" is correct and belongs.
"That" sets off a dependent clause but could be left off without ambiguity:
He said we should go fishing.
This basically means the same thing and the "that" is implicit: "we should go fishing" acts as a dependent clause, telling us what was said.
The answer to your question is, Yes, it does belong. The use of the word "that" allows the current speaker to paraphrase in general terms what was said whereas leaving "that" off requires a direct quotation.