The primary structure is the sequence of amino acids. It defines the role of the protein as all the other structures are based off of it.
The secondary structure dictates whether the protein is folded into an alpha helix or a beta pleated sheet.
The tertiary structure is the overall 3D shape of the protein which is held together by disulphide bridges, H-bonds and ionic bonds.
The quaternary structure arises when there are more than one polypeptide chain in a protein. Haemoglobin is a good example of a protein demonstrating a quaternary structure.