What does "I am still a beast at bay" mean in "The Most Dangerous Game" by Richard Connell?

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In Connell's "The Most Dangerous Game," the word bay shows up a number of times. The repetitive use of this word first applies to the way the hunting dogs sound as they search for Rainsford. Then it is used to describe how he feels while being hunted. For example, the dogs are described as follows:

"The baying of the hounds drew nearer, then still nearer, nearer ever nearer. . . Rainsford knew now how an animal at bay feels."

The above sentences show how the word is used in different contexts. The first is used to demonstrate the sound of hunting dogs and the second is used to explain how Rainsford feels. The use of this word is significant because Rainsford seems to turn into a hound or a beast as he experiences being hunted like one. 

After three days of being hunted, Rainsford sneaks into Zaroff's room and tells him, "I am still a beast at bay . . . Get ready, General Zaroff." In this case, the phrase "at bay" means that Rainsford has not thrown off his role as a hunted beast simply because the three-day hunting challenge is over. For instance, once a hunted animal feels as though it is out of options for escape, it is "at bay" and usually does not change its mind until it or its predator is dead. Therefore, Rainsford is implying that he is there to fight Zaroff until one of them dies. This is ironic because Rainsford states that he is against killing another human being when he first meets Zaroff at the beginning of the story. However, he is now ready to fight to the death, which shows that his opinion has changed. He is now thinking and acting like a beast at bay.

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Rainsford is telling General Zaroff that the game is not over. Zaroff should consider Rainsford as the prey he was tracking before. Now, however, Rainsford has returned to Zaroff's bedroom, but the hunter understands how a hunted animal feels. He refers to himself as a "beast at bay" because  he is unable to retreat and forced to face danger. "Bay" is a reference to the baying or barking of dogs used in hunting. In Rainsford's case, he has chosen to face Zaroff a final time in the hope that he can eliminate his foe.

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