Luciano, the difference is that one is grammatically correct, the other, even if you may have heard it, it's grammatically incorrect.
When you make a question you must use the auxiliar. When you use a verb, the following should be either ing or infinitive, depending on the first verb.
I need to do it...I love singing...
This takes a longer explanation, of course, you can do some on-line further surfing!!!!
