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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.