I always tell my students they have to studyEnglish grammar in order to speak correctly not just because they have to do fill-the-gap exercises on student's books.
In this first post about GRAMMAR IN EVERY DAY LIFE I am going to give you some information about
SHOULD HAVE + PAST PARTICIPLE
We use should have for the past.
We use should have to say that someone didn't do something, but
it would have been better to do it.
Ex: You should have told them the truth (you told them a lie)
From the free newspaper METRO UK 3rd December 2012