A librarian friend with some Spanish expertise and acquaintances tracked it down through a friend of his. It's in Chapter 21 of Book 1.
"Never ask as a favor what thou canst take by force."
"No pidas de grado lo que puedes tomar por fuerza."
Going to look at Chapter 21, I am tempted to copy in here the bulk of it for context, but the long and the short of it is that DQ is trying to figure out how, as he is not of noble lineage, he can get the king's daughter. He concludes that he may just plain have to take her. Sancho Panza "agrees." But as is often the case with Shakespeare or Milton quotations (or Plato, for that matter), putting the sentiment quoted down to Cervantes is horribly misleading and a gross misunderstanding. And the translation seems positively designed to clean up the sentiment in a misleading, make-wise-pablum-of-it sort of way.
Thus:
http://www.gutenberg.org/cache/epub/996/pg996.html (just the link to gutenberg's html version)
[DQ speaking:] "And I may be of such that after investigation my origin may prove great and famous, with which the king, my father-in-law that is to be, ought to be satisfied; and should he not be, the princess will so love me that even though she well knew me to be the son of a water-carrier, she will take me for her lord and husband in spite of her father; if not, then it comes to seizing her and carrying her off where I please; for time or death will put an end to the wrath of her parents."
"It comes to this, too," said Sancho, "what some naughty people say, ***'Never ask as a favour what thou canst take by force;'*** though it would fit better to say, 'A clear escape is better than good men's prayers.' I say so because if my lord the king, your worship's father-in-law, will not condescend to give you my lady the princess, there is nothing for it but, as your worship says, to seize her and transport her. But the mischief is that until peace is made and you come into the peaceful enjoyment of your kingdom, the poor squire is famishing as far as rewards go, unless it be that the confidante damsel that is to be his wife comes with the princess, and that with her he tides over his bad luck until Heaven otherwise orders things; for his master, I suppose, may as well give her to him at once for a lawful wife."
"Nobody can object to that," said Don Quixote.
"Then since that may be," said Sancho, "there is nothing for it but to commend ourselves to God, and let fortune take what course it will."
On Sun, Aug 15, 2010 at 5:12 PM, Carrol Cox <cbcox at ilstu.edu> wrote:
>
>
> Jeffrey Fisher wrote:
> >
> > sorry, the actual quotation is, "Never stand begging for that which you
> have
> > the power to earn."
>
> I can't help you to the source but I can rewrite it to make more sense:
> "Never stand begging for that which you have the power to seize."
>
> Carrol
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>