1. When one of the pieces goes off the screen, you should automatically restart, or at least let the player know they've failed. The first time this happened I wasn't immediately sure what to do--even though it was obvious after a couple seconds. Even once I knew, it was annoying to have to press restart when I'd obviously lost. Auto-restart will make players less likely to quit in frustration.
2. The "locked into place" pieces should have their design more differentiated from the moveable pieces--remove the arrows, for instance. This will help with clarity as levels get more and more complicated.