What what?

The word for what in French is "que". You could thus ask a question such as:

Que fais-tu?      What are you doing.

There is a different situation in English where we use the word "what". Consider the sentence:

I do not understand what you are doing.

This sentence is not a question. In French, we cannot simply replace the English word "what" with "que" when we are not using "what" as the first word in a question. Let us take the sentence above and paraphrase it in English to yield:

I do not understand that which you are doing.

Notice how "what" has been replaced by two words "that which". It is this exact construction we use in French to say "what" in a sentence like the one given in the example. "That which" is translated as "ce que". Thus, the correct sentence in French would be:

Je ne comprends pas ce que tu fais.

Here are some more examples.

Examples

Je déteste ce que tu m'a dit.          I hate what you said to me.
[I hate what that which you said to me.]

Ce que je voulais dire c'est
qu'il viendra.                                     What I meant to say is that he is coming.
[That which I meant to say
is that he is coming.]

J'aime bien ceux que vous
avez acheté.                                     I like the ones you bought.
[I like those that you bought.]