What does Winston say is the one thing he and Julia must never do?

In Part Two, chapter 7, Winston and Julia spend time together in their rented apartment above Mr. Charrington's antique shop and discuss their future arrest and torture. Winston fully understands that it is only a matter of time before the Thought Police arrest both of them and tells Julia that later on, they will be completely separated from one another. Winston then says,

"The one thing that matters is that we shouldn’t betray one another, although even that can’t make the slightest difference." (Orwell, 209)

Winston proceeds to tell Julia that they will eventually confess to crimes they did or did not commit, which is not considered betrayal in his eyes. According to Winston, feelings are the only thing that matter because the Party can make anyone say anything simply by torturing them. Winston then tells Julia,

"If they could make me stop loving you—that would be the real betrayal." (210)

Both Winston and Julia are hopeful and trust that the Party has no way of altering a person's genuine emotions and feelings. Winston firmly believes that his mind and heart are impregnable and believes that he and Julia will never stop loving each other regardless of the Party's efforts. Unfortunately, Winston discovers that the Party has mastered the ability to alter a person's emotions and transforms him into a Big Brother sympathizer after being tortured in the ominous Room 101.

To answer this question, take a look at this quote from Winston in part two, chapter seven, when Winston and Julia are discussing the concept of betrayal:

Confession is not betrayal. What you say or do doesn’t matter: only feelings matter. If they could make me stop loving you—that would be the real betrayal.

In other words, Winston and Julia agree that they must not let the Party get into their heads and manipulate their thoughts because they know that if this happens, their love for each will be destroyed. That is, in their opinion, the ultimate betrayal.
For Winston and Julia, it is better to confess to their crimes, like joining the Brotherhood, than it is to stop loving each other. After all, they know that if they are captured and tortured, they are likely to confess to their crimes, anyway.
For them, the most important thing is to not stop loving each other. If the Party is able to take that away, then all hope is lost.