That is something all kids love to hear from their parents. "Do as you're told!" We've all heard that line many times and most of us have used it on our kids. It's just the natural order of things. Our parents expected us to obey them without question and we expect the same from our children.
Doesn't it follow that we should obey God without question? Jesus even asked why we call him Lord when we won't obey him. The implication is that if he truly is our Lord, then we should obey him. Otherwise, don't bother calling him Lord.
What does he want you to do? Well... read the Bible and see what he tells you. Then do as you're told!
Luke 6:46 (NLT) - "So why do you keep calling me 'Lord, Lord!' when you don't do what I say?"