Primary structure has peptide bonds -- these are covalent bonds, so are quite strong, and are not broken during denaturation.
Secondary structure has hydrogen bonds, which are significantly weaker than covalent bonds. These are broken during denaturation. Tertiary structure has hydrogen bonds, ionic bonds, and disulphide (disulfide??) bridges, which are broken during denaturation.
Well, this is what I remember, so now I have a question to make sure I am correct, oops. Ionic bonds are stronger than covalent bonds, but tertiary structure can be destroyed, but primary structure cannot. Why is this? Is it because the ionic bond couldn't form an ionic lattice, so it'd be weaker?