Why does Rainsford call himself a "beast at bay"?

Rainsford has been forced by General Zaroff to adopt the defensive posture of a "beast at bay," a hunted animal. Many's the time that Rainsford's been on the other side of the relationship between the hunter and his quarry; goodness knows how many animals he's hunted and killed over the years. But now the tables have been turned dramatically, and so Rainsford, if he's to survive, needs to act like a beast at bay, remaining on his guard until the danger's passed.
What's remarkable about all this is how quickly Rainsford adapts to his new persona. It's as if it were there all along, deep inside him, just waiting to come out at an opportune moment. All those poor unfortunates who found themselves playing the lead role in Zaroff's deadly games were themselves beasts at bay—just not very good ones. As they had little or no experience of hunting, they were easy meat for their wicked captor. But Rainsford's different; he has the animal instinct that everyone has inside them, but which professional hunters in particular are able to draw upon for their own survival.

Throughout the short story, Rainsford is hunted by the talented, murderous General Zaroff on Ship-Trap Island. Rainsford finds himself running through thick forests, avoiding deadly swamps, and dodging Zaroff's hunting dogs. Rainsford has become the prey and is essentially forced to act like a "beast at bay," which is a hunting term that describes the defensive nature of an animal facing a predator. When prey is "at bay," the animal is out of options and willing to fight at all costs. Fortunately, Rainsford is able to avoid Zaroff throughout the forest and sneaks into his room at the end of the story. When the surprised General smiles at Rainsford and congratulates him for winning the game, Rainsford responds by saying, "I am still a beast at bay" (Connell, 15). Rainsford refers to himself as a "beast at bay" because he still feels like he is on the defensive, and he is ready to strike. Rainsford is not willing to accept Zaroff's offer and faces off against the General for a final fight.