I believe he used the term - vigilantes - in direct response to a reporter's question about the Minutemen. No doubt some competent FReeper will dig up and post the actual exchange.
http://www.whitehouse.gov/news/releases/2005/03/20050323-5.html
Q "And, President Bush, I wanted to ask you about your opinion about those people who are hunting migrant people along the border."
PRESIDENT BUSH: "I'm against vigilantes in the United States of America. I'm for enforcing law in a rational way. That's why you got a Border Patrol, and they ought to be in charge of enforcing the border."
Enough?