Why do they do this?

All three of the books are quite long and very detailed. And it tends to be the case that when a book has a film adaptation lots of things are altered or left out and even though they don't change the outcome of the story it's disappointing to fans. Essentially it's an issue of time, Lord of the Rings in particular is already an extraordinarily long movie, if they'd kept it word for word from the book nobody would have been able to sit through it.

Plus they expanded Arwen's role a lot for the added romance (you'll notice that in order to be successful, a movie almost always has to have romance). They also took off the end of TTT and stuck it in RotK so that The Battle of Helm's Deep would be at the end so the movie would have a distinguishable climax. Peter Jackson didn't want to have the characters go into the whole "Voice of Saruman" scene after the big battle because it would be too anticlimactic. They messed up Faramir's character because they thought that if they had Faramir be pure from the start and not be tempted at all by the Ring, it would diminish the power of the Ring in the eyes of the viewers. That made me sooooo mad, because I loved Faramir so much in the book, and in the movie, he was kinda evil....
And don't ask me why they made Frodo turn Sam away....that was completely stupid....maybe they wanted to make Gollum seem more evil, or show how much he had poisoned Frodo's mind....

because they wnted to show something new and it wouldnt of worked out if they did it the same