Well, I'd say that there is a small difference. And I'm glad you asked this question because this difference is quite important. They are the same in the sense that both express that something needs to be done, but the difference is when they are used and the strength of the expressions. The only difference, I'd say, is that "have to" is more used in conversation and sounds less like a demand. When you tell somebody: "You must do this" it sounds like you are demanding them to do something. And it is not good to seem like you are telling people what to do, because that can be annoying to the other person. I'd also like to add that the word "must" in this context is less common in everyday conversation, and is much less formal. The word "must" is stronger than "have to". You can use the word "must" when you are expressing that something REALLY needs to be done! "Have to" is used in casual situations, and you won't find it in documents. "Have to" sometimes is used in situations where there is no particular need to do something. For example: "Susie! You have to see this movie! It's so good!"