I saw some people use "to" after "should", like
You should to install this program
But I was taught to use "should" without "to"
You should install this program
Are they wrong or I'm missing something?
“You should to install this program” sounds like some sort of immigrant dialect. A native speaker would not use the to. There is a large group of English verbs which often preceed an infinitive without to. The most similar to your example would be can, could, may, might, and must (but not ought, which requires to). But consider these: Help me carry this; Let me explain; See Spot run; Watch him go. I realize that in all of those examples a noun or pronoun interrupts the series, but still they illustrate that in some very short and common idioms we drop to from infinitives. And sometimes a less common synonym requires to. For example, instead of letting someone explain, we can allow him to explain. Instead of making me stop, you can force me to stop. (Or you can try.)