I do not know what to do.

我不知该怎么办。

A: You look so upset. What's wrong?
甲：你看上去很沮丧。怎么了？
B: I don't know. I do not know what to do.
乙：不知道。我不知该怎么办。
He was at a loss to know what to do.
他不知道该怎么办。
I've no idea which way to turn.
我不知道该干什么好。
I really have no idea what to do.
我真不知道该做什么.
I am at my wit's end.
我不知所措了。

I give up.

我放弃了。

A: I give up.
甲：我放弃了。
B: Why? There are still hopes.
乙：为什么？还有希望的。

I drop.

I quit.

I surrender.