What do I do when I have a problem that I don't know how

Look for situations that are similar to your problem that other people may have solved before you.
Either that or you need to spend a fair amount of time thinking about the problem and finding a solution to it.

I usually kill myself whenever that happens. You could always give that a shot and see how it goes

you can play some simulations with both positive and negative outcomes just to be prepared when the time to do something about it comes