In Act III, Scene 2, lines 6-9, Lady Macbeth's lines denote that she feels that nothing is gained if a person attains what he wants, but is still not content. She feels it is probably better to be the person who is murdered than the killer who is tortured by anxiety and paranoia.
In a sense, Lady Macbeth seems to acknowledge, as Shakespearean critic Harold Bloom notes, the idea that people "are lived, thought, and willed by forces not [them]selves." Certainly, Macbeth seems driven by the forces of violence and paranoia. When he enters, Lady Macbeth asks her husband why he remains alone so much. She encourages him to stop worrying about what is done--"what's done is done"(3.2.10)--but he tells her, "We have scotched the snake, not killed it" (3.2.15). That is, Macbeth fears that someone might try to murder him as he has murdered King Duncan.
Lady Macbeth's quote speaks to how she feels about her husband's situation: nothing is gained by Macbeth if he is not satisfied. Instead of being happy with his success, Macbeth is tortured by anxiety that he has other enemies whom he has not eliminated. Lady Macbeth seems to realize how hollow their victory in having acquired the crown of Scotland has been.
Additional source: Bloom, Harold. Shakespeare: The Invention of the Human. Riverhead Books. 1998.