Como é que se diz isto em Alemão? Du sollst damit aufhören. You should stop that
Ich musste damit aufhören. I should have stoped doing that.
Ich muss aufhören zu trinken. I should stop drinking.

Ich sollte es aufhören. I had to stop doing that

See a translation

What the German phrases mean:
Du sollst damit aufhören. = a) I want you to stop doing that./I'm telling you to stop doing that.
b) You are told to stop doing that.
("sollst" implies that someone makes this demand; it could either be the speaker = sentence a or someone else and the speaker is just reporting this demand = sentence b)

Ich musste damit aufhören. = I had/would have to stop doing that. (depending on whether you are telling how you've stopped doing it in the past, or whether you are reporting how you made a decision at that point in the past that you would have to stop doing that)

Ich muss aufhören zu trinken. = I need to stop drinking.

Ich sollte (damit) aufhören. = a) I should stop doing that. (you reporting on an insight you have), b) I was told to stop doing that. (you reporting on a demand someone else made towards you)

How to express the English phrases you wrote:
You should stop that. = Du solltest damit aufhören.
I should have stopped doing that. = Ich hätte damit aufhören sollen.
I should stop drinking. = Ich sollte aufhören, zu trinken.
I had to stop doing that. = Ich musste damit aufhören.