, 15 January 2013 (UTC) 
 ::There is no need for "that", of course. A common mistake (and I'm being a but judgmental here since I'm with Huddleston and Pullum) is the consideration that "that" in such sentences is a relative pronoun. It's not: in our DYK's, what follows "that" is not a relative clause; "that" is a conjunction since what follows is a content clause. See English_relative_clauses#Status_of_thatha, I just checked the history of that article to see if I wrote the paragraph; I didn't.   21:14