1. 하지마
To tell your friends to stop doing something, say: 하지마.
2. 하지 말라고 했다
In those situations when they just won't stop, and you have to tell them a second time, say: 하지 말라고 했다.
3. 아 쫌!
When they still don't listen, exclaim this as if to say 'Come on! (Listen to me)': 아 쫌 (하지 말라고)!
4. 적당히 해
This is more of a warning to let them know not to cross a line: 적당히 해라.