This is a T-puzzle.
These four pieces are supposed to form a T when put in the right order.
My dad brought home a puzzle like this, but it was like a cardboard card with the pieces printed on it and instructions to cut them out, and on the back a message asking to please buy one because the person who was selling it is a "deaf-mute for life and am earning an honest living by selling this card." I'm glad my daddy bought it. ^_^
Soooo, anyway. I tried every possible way. Except the right way.
So I did what anyone frustrated with one of these mind-puzzle things would do.
I looked the solution up in the intarwebs.
P.S: No I'm not posting the solution here. Try it first. I recommend you don't do it while you're doing something important, because the puzzle will consume your existence. =D