Why did General Zaroff hunt men, especially when he knew it was wrong?

Simply put, General Zaroff became motivated to hunt men because he found hunting animals to be of no challenge to him anymore.  He desired more of a challenge, and to achieve the challenge he desired, he required a more intelligent "prey."  To him the only prey that equaled his skill as a hunter and provided him with the challenge he desired was man--the ultimate prey.  Rainsford, and, indeed, most human prey, presented him with more of a challenge because they possessed the ability to outwit, out think, and out maneuver him during the hunt; therefore offering him the ultimate hunting experience.  As to the question of why didn't Zaroff stop once he realized he was doing wrong, I don't believe that he ever came to that realization.  Upon looking carefully at Zaroff's character, you see a completely self absorbed individual, concerned only with the fulfillment of his own wants and needs, no matter the cost to anyone else.  Did he know what he was doing was wrong?  Obviously he did, otherwise he would not have gone to such pains to hide himself away on his island away from prying eyes.  Did he care?  Obviously not because, once again, his own needs took precedent over even human life. Hope this helps.