Explain what Aristotle means when he says that there must be an ultimate good or end at which all acts aim.

In undertaking any given action, human beings aim at some good. This good may either be instrumental or non-instrumental. Instrumental goods may serve non-instrumental ends. For example, if I go the store to purchase groceries, I am seeking to further the good of my health. My health is useful to me—hence, it is of instrumental value. But my health is also a good for the community—if I feed and take care of myself, the community will be spared the burden of using resources to take care of me. Health, as such, is a good in and of itself because it is worth making sacrifices for. Its contrary, sickness, is not a good in and of itself but only because suffering endured well may build character.
In the Aristotelian scheme, human beings act for the sake of some good at all times—we may not approve of the sought-after good, but we need to recognize that in the mind of the person undertaking the action, there is a good. Such goods may not comport with morality or the law. For example, a hungry thief may steal food to relieve his hunger. He is seeking the good of health no less than the person who legally purchased his food, but the means that he undertook (perhaps out of necessity) were not themselves good in the sense of being moral or legal.