Macbeth's complaint about murdered men happens during the banquet scene in Act 3. It is Act 3, Scene 4. His complaint is that murdered men no longer seem to stay dead, because they come back to haunt him in ghostly form.
. . . the times have been,
That, when the brains were out, the man would die,
And there an end; but now they rise again,
The scene starts off with Macbeth talking to the murderers that he sent after Banquo and Fleance. They succeeded in killing Banquo, but Fleance escaped. The murderers exit, and Macbeth is beckoned to have a seat at the banquet table. Unfortunately for Macbeth, he believes that the table is full, because he sees Banquo's Ghost sitting in Macbeth's spot.
To the audience, the line about dead men and ghosts might seem morbidly humorous, but more importantly it signifies that Macbeth is starting to lose his grip on reality. It's more than likely guilt driven, but perhaps the ghost is a sign of Macbeth's fear and paranoia of being found out and losing his throne.