Must and has to are used in the same way. They both imply necessity. Example: I must eat or I will die. I have to eat or I will die. (He has to eat or he will die) Allowed to means you are able to do something but you don't have to. Example: In the United States, you are allowed to drink beer if you are 21 years old or older. Should means it would be a good thing if you did the action but again you don't have to. Example: I should eat more fruits and vegetables.