Low rated oponents

I sometimes end up a piece in a game , my opponent has no conpensation and he continue playing until I mate him .What should I do?

Just continue playing until you mate him? Unless you're playing at top level, it's not over until it's over. If you're down several pieces, surrendering makes sense because even a blunder probably wouldn't save you but it never hurts to try. And playing until checkmate is good practice for your endgame.

I once played a game where I lost all my pieces. my opponent still had a rook. But he was short on time and was very inefficient in getting to a checkmate. It ended with a draw due to threefold repetition.

You're helping that person out a good deal by playing out the position with them. I know it can feel like a waste of time, but at least you're doing something good. Lower rated players are often taught by their coaches to play out a position no matter what for training purposes. They're not doing it to spite you or anything. Also, perhaps one of them will surprise you and find compensation that you didn't consider (rare, but possible).

If you cannot find a better plan, just exchange equal pieces, until you can easily win.

@newagear <<...and he continue playing until I mate him. What should I do?>>
Well, I think you should mate him. It seems fair enough. What else? That depends. For instance, if you're not so happy with the extra piece, you could ask for a take back. Also, asking for a draw could be a nice try, sometimes. Anyway, if your opponent doesn't accept the draw there are many other options: 1. Resignation. 2. Sending offensive chat messages. 3. Begging him to resign. 4. Leaving your clock to run down. 5. Browsing away without resigning, in order to write some forum posts about what should you do. 6. Reporting him for cheating. 7. Using computer assistance. 8. Deleting your account, etc.
Hopefully that helps. Good luck!

If you sometimes end up a piece in a game I believe you must be dreaming about chess, so the thing to do is wake up!