When Lady Macbeth says this, shortly before the dinner where Macbeth will see Banquo's ghost, she has sent a servant to fetch her husband so she can talk to him. In the time between the servant leaving and Macbeth arriving, Lady Macbeth says to herself that she and her husband got what they wished for, the chance to be king and queen of Scotland, but they are not happy or contented in their roles. This is what she means when she says "our desire is got without content." Being monarchs is not how either of them dreamed it would be. She thinks, as her husband does, that it would be better to be dead like Duncan, than living in their state of "doubtful joy," by which she means the constant worry that someone will betray them.

It's clear she knows her husband is anxious and unhappy when he enters, for she immediately says to him:

Why do you keep alone, Of sorriest fancies your companions making, Using those thoughts which should indeed have died With them they think on?

In act 2, scene 3, Lady Macbeth, speaking to herself, proclaims:

Naught's had, all's spent,

Where our desire is got without content.

Lady Macbeth has just watched her husband, in front of all the guests at the banquet, seemingly lose his mind. He saw the bloodied ghost of Banquo, but nobody else at the banquet did. Lady Macbeth here realizes that her husband is being driven mad by the guilt he feels for murdering his friend, Banquo. Indeed, the ghost of Banquo can be seen as a manifestation of Macbeth's guilt. This guilt, like the ghost, haunts him. Lady Macbeth's husband has no peace of mind, and no contentment, even though he and his wife, by becoming king and queen, have achieved what they desired and set out to achieve.

The quotation "our desire is got without content" is really a reiteration of the preceding line, "Naught's had, all's spent." When Lady Macbeth says that "all's spent," she means that she and her husband have given up, or "spent" everything to become king and queen. They have forsaken God by killing the divinely sanctified king. They have given up their peace of mind, and they have given up their friends. They have "spent" all of this and all for "naught." This choice of word, "Naught," meaning 'nothing,' suggests that Lady Macbeth considers the titles of king and queen to be meaningless without the peace of mind that should come with those titles. It is because they no longer have this peace of mind that they can not be "content."

Lady Macbeth's lack of contentment is highlighted later in the play, in act 5, scene 1, where she is seen sleepwalking and frantically trying to remove an imagined spot of blood from her hands. This spot of blood symbolizes her inability to find peace of mind. It symbolizes the guilt that has taken that peace of mind, or contentment, from her, just as Banquo's ghost symbolizes the guilt which has taken Macbeth's peace of mind from him.

Lady Macbeth speaks this line in Act III, Scene 2, line 5. Prior to this, she asks a servant to tell Macbeth she needs to speak with him. The lines reflect her thoughts before Macbeth enters. Lines 4 -7 are:

Naught's had, all's spent,
Where our desire is got without content.
'Tis safer to be that which we destroy
Than by destruction dwell in doubtful joy.

Lady Macbeth feels that nothing has really been gained by killing Duncan because even though she and Macbeth got what they wanted, it wasn't worth it because they can't be truly happy about it. She feel it would be better to be dead like Duncan than to have to live in the uncertainty of what will happen because of their crime. She says killing Duncan was really a wasted crime because of the uncertainty.

The are some lyrics from an old song that are appropriate for this answer. They are: "After you get what you want, you don't want it."
How many times does that happen to us? Lady Macbeth and Macbeth were not happy with the outcome of what they had done. They wanted Macbeth to be King but never expected to be so unhappy because of it. That of course, is foolish because their evil deeds had to be punished or the play wouldn't work.
They got their "desire" but are not at all "content" with the results.