我不知道下一步该怎么办。

I was at a loss for what to do next.

《柯林斯英汉双解大词典》

他们不知道下一步该怎么办。

They do not know what they should do next.

youdao

我感到这只手的存在后，害怕得怔在原地不敢动，不知道下一步该怎么办。

Upon feeling this hand I froze and was terrified, not knowing what move I should make next, when the voice said, much more forcefully this time: "no!"

youdao