Context from wikiquote (I removed the foul language)
You don't have the guts to be what you wanna be. You need people like me. You need people like me so you can point your [beep] fingers and say, "That's the bad guy." So... what that make you? Good? You're not good. You just know how to hide, how to lie. Me, I don't have that problem.
They need him to make themselves look good - by comparison. When you put your finger into cold water, even lukewarm water will appear hot afterwards to you. But the lukewarm water is not really hot, it's just hot in comparison. And the same principle applies here - just because he is the obvious bad guy doesn't actually make them good.
On the contrary, they are just deceivers and liars, while he, Tony Montana, doesn't need to hide and lie. He is open about it and that's why he doesn't have their problem. He doesn't have to put up a big front and appear like a good guy. So, in a way, he is free, free from these social norms. While they, as he puts it, "don't have the guts to be what [they] wanna be.", they are constrained by the social norms. But deep down they want to be like him.
Here is how The Guardian interprets it:
Foul-mouthed Tony pushes the buttons of middle America in this scene, claiming the only reason they hate him is because they can't be like him. The world needs a bad guy in order to make themselves look good. To hide their deficiencies and discrepancies in his cloak of evil. How many times have you told yourself, "At least I'm not as bad as so and so"?