Convert to indirect : She said "stop staring at me".

She told him to stop staring at me

She told him to stop staring to her

She said him to stop staring to her

She told me to stop staring at her

In the indirect version, the statement is reported as a request or instruction from the speaker ("She") to the listener ("me").

Additionally, the direct question "why" is incorporated into the reported speech as part of the speaker's inquiry about the listener's actions.