Must/might/can/should/could...+have+Past participle

Please tell me the difference between them.I think the difference isn’t clearly.For example:

“We were only out for about half an hour, so they …(be) there long .I suppose they …(be watching)the house.They smashed a window to get in so they …(make) quite a lot of noise.They only took the TV and video, fortunately…the police think thay …(be) the same ones who are responsible for a lot of break-ins in the area…”

Please explain me.Thanks much!!!

Too big a question, really, Angelos, but here is a simplified beginning:

he must have done = in my opinion or according to the evidence, he surely did it.

he might have done = it is possible that he did it; he had the option of doing it.

he can have done = maybe he did it; it was possible for him to do it.

he should have done = it was a good idea for him to do it; it was the right thing to do.

he could have done = it was possible for him to do it; he had the option of doing it.

Perhaps other members or your grammar book can fill out these definitions.