You are about to be "schooled":

Their
Pronunciation: \thər, 'ther\
Function: adjective
Etymology: Middle English, from their, pron., from Old Norse theirra, genitive plural demonstrative & personal pron.; akin to Old English thæt that Date: 13th century

Examples:
1 : of or relating to them or themselves especially as possessors, agents, or objects of an action <their furniture> <their verses> <their being seen>
2 : his or her : his, her, its —used with an indefinite third person singular antecedent <anyone in their senses – W. H. Auden>


There
Pronunciation: \'ther\
Function: adverb
Etymology: Middle English, from Old English thær; akin to Old High German dār there, Old English thæt that Date: before 12th century

An Assload of Examples:
1 : in or at that place <stand over there> —often used interjectionally
2 : to or into that place : thither <went there after church>
3 : at that point or stage <stop right there before you say something you'll regret>
4 : in that matter, respect, or relation <there is where I disagree with you>
5 : —used interjectionally to express satisfaction, approval, encouragement or sympathy, or defiance <there, it's finished>


They're
Pronunciation: \thər, 'ther\
Date: circa 1595

An Example
: they are

It's that fucking easy. I'm not even going to elaborate.


<rant>
Now go forth and stop being a god damned idiot about this. It's simple.

Eventually this public service announcement should have a snazzy retro-graphic in '50s style design to get the message across. If you've got the Illustrator skills to deliver, have a genuine contribution, and are not a dickhead, please send it in to: Ha Ha - Web bots scanning for an email score can go fuck themselves. Stupid fuckers.. I'll give credit and link to your site (if you've got one).

To preemptively answer a few questions I'm sure will crop up: Yes I paid ten bucks just to put this page up. No I'm not going to remove "god damned." And I while appreciate the advice to "get a life," you should practice more than preach fuck-hole; after all, this site contributes more than your hastily written email suggesting I'm not entirely as smart you think I think I am. Asshole.
</rant>

Credits
Definitions: Merriam-Webster OnLine