As per Patricia T. O'Conner on page 140 of first edition of "Woe is I":
"Use [a colon] only if you want your sentence to brake completely..." "...Use a colon instead of a comma, if you wish, to introduce a quotation. I said to him: 'Harry, please pick up a bottle of wine on your way over...' Many people prefer to introduce a longer quotation with a colon instead of a comma."
The text proceeds to explain other irrelevant scenarios dealing with colons, after which a note reads, "If what comes after the colon is a complete sentence, you may start it with a capital letter. My advice was this: Bring only one next time."
So in your case, either way works, depending on what you want to achieve, I guess.