don't know what to do

It means what you don't know from what you wanna do in that moment what is happening..

Like for example!

When you have a problem and you don't know how to solve it:
I don't know what to do!

10👍 4👎

I don't know what I'm going to do with you!

Significant other is fed up or exhausted with the idea of you being around them.

Justin, you are getting to be too much and I'm confused about how I should handle you! You have made me mad/annoyed for the last time!!
("I don't know what I'm going to do with you!" is to be aggravated or annoyed by one's actions)