The pieces have to fall in the right box, that is, the falling object must match the drawing in the box. In the first level there's three kind of objects: balls, hearts and candies. At right you'll see that each one is tied to a symbol: this indicates you to what box goes what kind of object. As you progress there will be more boxes, more object types and more symbols, so it won't be easy!
Arrow keys left/right to move the falling ball to left/right; arrow key down to drop it fast to the box under it.