In Macbeth, what does "not of women born" mean?

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You are of course refering to the prophecies that the witches give Macbeth in Act IV scene 1 when he returns once again to their lair, demanding to know the truth of his fate. The prophecies he receives are typically obfuscated and unclear so that Macbeth is left to draw his own conclusions and is unsure of their precise meaning. Note the prophecy that the Second Apparition gives him in this scene:

Be bloody, bold and resolute: laugh to scorn

The power of man, for none of woman born

Shall harm Macbeth.

Ironically, the apparition goads Macbeth on into ever-further acts of violence with the false hope that nobody who is born of woman can harm him. Macbeth himself interprets this by thinking that he is invincible, as he says he has no need to fear Macduff. Of course it is only in Act V scene 8 that Macbeth learns the truth. As he tells Macduff that he is invincible because nobody who was borne of woman can kill him, Macduff replies revealing the true meaning of teh apparitions words:

Despair thy charm;

And let the Angel, whom thou still hast serv'd,

Tell thee, Macduff was from his mother's womb

Untimely ripped.

Therefore the prophecy refers to someone who was born by cesarian, where the mother's stomach is cut open and the baby is pulled through that way, rather than borne in the normal method. Macbeth's misinterpretation of this prophecy leads to his over-confidence and his doom.