As always, there are couples of versions of it.
1) Polite and informal,
지금(or 이제) 뭘 해야할지 모르겠어요.
(ji geum mwol hae ya hal ji mo reu gess eo yo)
(뭘 = is short for "무엇을(mu eos eur)")
2) Implote and informal, (among close friends)
지금(or 이제- i je) 뭘 해할지 모르겠어.
(ji geum mwol hae hal ji mo reu gess eo)
3) Quite casual, (when talking by yourself)
이젠 뭘해야 하나..
(i jen mwol hae ya ha na)
^_________^