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That: Should be used restrictively to narrow a category or identify a particular item being talked about.
Example: -This is the house that Jack built.
-There are a lot of grammar mistakes that make you look bad.
Which: Should be used non-restrictively. Not to narrow a class or identify a particular item but to add something about an item already identified. Almost always preceded by a comma, a parenthesis, or a dash.
Example: -This is the house that Jack built, which he later sold.
-Jill received a good grade on her paper, which she desperately needed to pass the class.
Exception: “Which” should be used restrictively only when it is preceded by a
Example: -The room in which he ate his dinner.
There, their and they're commonly trip people up on appropriate usage. Follow these rule:
There denotes location. If you look at the word, it contains the word "here," also a location word -- that's not a coincidence. Example: The box is over there.
Their denotes plural possession. Think about the word "heir," which is contained within their; it means someone who inherits -- or someone who possesses. Again, not a coincidence. Example: Their box has been shipped.
They're is a shortened version of "they are." When you see an apostrophe ('), it usually means that letters have been dropped in a word, and the apostrophe takes the place of those dropped letters. Whenever you can substitute the words "they are" for "they're," use the version with the apostrophe. Ex: They're going to bring the box home.
To put all the words together: They're going to take their box over there.