After General Zaroff and Rainsford finish their meal, Zaroff comments,

"This island is called Ship Trap . . . Sometimes an angry god of the high seas sends them to me. Sometimes, when Providence is not so kind, I help Providence a bit" (Connell, 8).

In regards to the general's comment, providence refers to an act of God or a person's destiny. General Zaroff is essentially saying that sometimes a storm or rough waters are responsible for naturally wrecking ships, which force the crew to swim towards his island for safety. After the general mentions that sometimes he is forced to "help Providence a bit," he takes Rainsford to a window, where he shows him a flashing light out at sea that indicates a false channel. The general proceeds to explain how he deceives ships into heading towards hazardous waters by flashing a light that indicates a safe channel, where there are actually sharp rocks. General Zaroff "helps providence" by influencing the ships into steering towards dangerous waters, which will wreck the ships and cause the sailors to swim towards the shore of Ship-Trap Island. He then proceeds to hunt the shipwrecked crew members on his island in what he refers to as the most dangerous game.

The word "providence" refers to God, or in this case to fate or luck.  So what the story is saying is that usually it is luck that brings sailors to Zaroff's island.  They get shipwrecked just by luck.

Zaroff says that when providence is not kind (when not enough sailors get shipwrecked just by luck) he helps providence along.  In other words, he doesn't just leave it to luck.  Instead, he also sets up that light out in the ocean.  Sailors will think it shows a channel, but instead it just leads them onto rocks where they get wrecked.