رضا: As far as I use the words, they're interchangable in your example. Have to and must do not mean the same thing though. Have is a tricky word and has lots of meanings. Must is fairly straight forward. You left out "got" by the way.

When do we got to do something?

This isn't normally an acceptable usage as far as grammartarians will say, but like the word "ain't" it is often said.

Is grammartarians a word? :)