Right click on the sheet name and select "View Code". Paste the following code in to the editor window:
Private Sub Worksheet_Change(ByVal Target As Range)
Dim checkRange As Range
Dim changedCell As Range
' Determine whether the changed cell (or cells) are in columns V to AH
Set checkRange = Application.Intersect(Target, Range("V:AH"))
' If the change wasn't in this range then we're done
If checkRange Is Nothing Then Exit Sub
' For all the cells in V:AH that were changed
For Each changedCell In checkRange
' Must be row 3 or greater
If changedCell.Row >= 3 Then
' Set the value in column AI to be "x"
Cells(changedCell.Row, "AI").Value = "x"