This line early in the story foreshadows the entire plot. Once he arrives on General Zaroff's island Rainsford moves from being the hunter to the huntee only to return to being the hunter very late in the story. So, in reality, this statement is not true; sometimes the hunters become the hunted both literally and figuratively. Statements such as these early in stories almost always forshadow what is come; the world is very rarely so simple as to be made up of two mutually exclusive classes of people. As Rainsford gains perspective on what it must feel like to be hunted, we can almost be sure that he would never react so passively to such a comment ever again.
This is a statement from Sanger Rainsford, the main character of "The Most Dangerous Game" by Richard Connell. His shipmate has expressed sympathy for the jaguar that they may soon pursue; however, Rainsford has no feelings for animals, explaining that one is either a predator, or a prey for the predator--the world is made of only these two types of creatures. And, as the second poster has cogently commented, this remark is definitive of foreshadowing.
In addition, this statement is ironic since Rainsford himself soon becomes prey: As he is forced later, after falling overboard,to engage in General Zaroff's dangerous game of hunting human beings, Rainsford finds himself the prey,
Now he knew what it was like to be a beast at bay.
This new role in which he is pursued gives Rainsford a new perspective on "the hunters and the huntees." For, his is no longer callous disregard, but empathy.
I would interpret this to mean that General Zaroff thinks that he and Sanger Rainsford are similar people.
I think that Zaroff thinks that he and Rainsford are superior types of people. They are the aggressive people who make things happen in the world. I think that Zaroff sees them both as something of aristocrats.
To me, this really relates back to the ideas that they had in these days that successful people got to be that way because they were better than other people -- sort of like Social Darwinism.
So I think that Zaroff is saying that he and Rainsford are better than other people. They are the ones who act, rather than the ones who get acted upon by others.