"their" is a possessive pronoun. The car is "theirs".
"they're" is a contraction of the words "they" and "are". "They're" going to the store.
"there" signifies position. It is over "there".
I dont think there is anything that bugs me more about the web than excessive shitty grammar. Yeah, I know english isnt everyones first language, but for those that it is, those people should at least know the proper usage of the words "there", "their", and "they're".
Now, which witch is which?