Use conditional negative verb "ba" form + "narimasen" (or "naranai" for informal/written). The Japanese is a double negative: "It will not do if you do not _____." Tends to be translated as "must _____" but is maybe not always that strong. A relative of "-te ha ikemasen."
手袋を持ってこなければならない。 Tebukuro wo motte konakereba naranai. You must bring gloves.