I had a fiancée before I got another.who I have gone to her parents.but,she is now found of behaviours that made me regret of leaving the first one.so I wish to leave her now.what do I do?

First, stop getting engaged to women so quickly, because it sounds like you change your mind quickly.
Do you live in a culture where ditching a fiancé is considered grounds for legal action or a dowry or some other compensation?
Because otherwise you do what everyone does - you break off the engagement. I wouldn't count on getting your first fiancé back. If she has any self esteem at all, she will reject you.