The first piece in the Sand Castle level is at the starting line. Go under the flag and turn around. You will see a large beach ball. Enter the opening between the ball, the sand castle, and the starting line. The second piece in the level is immediately after the large red shovel jump. Go over it and turn around. Enter the snorkel. The third piece immediately follows the shovel jump. You will go between two small sand towers. You will see some starfish on the left wall. Turn around to face the two towers again. The one on the left has the final star.
The stars on the Office level are a lot easier to find. The first is immediately after the first fork in the road. Follow the right path and go straight. Enter the small door or opening in between the books and the computer. The second piece is immediately after the Hotwheels bridge. Go slow through the left hand turn immediately after that bridge. Enter another small opening in the books on the left. The third piece immediately follows the second fork in the road. Take the right path at the fork and go slowly forward. Enter the hole in the yellow pencil box on your left.
The Bedroom level is the hardest place to find the stars. Immediately after the starting line is a green snake on the left. Go into its mouth to find the first star. The second is on the train tracks. The train will enter a green bridge on the left -- go into it. The third is the hardest to find. Immediately after the dartboard jumps with the checkered floor you will go through a broken tennis racket. Go through it slowly. Go slowly over the jump and turn around. Enter the a hole on the left.