Yes, you have to go to several different planets to get the shards. Some planets have one, some none. You need three to make a matrix cube. A poster above has listed the combinations. Level 15 take one of each color, 24 and 32 take 2 of the same color plus an additional one. The level 50 ones take 3 of the same color and you will only find the third color on high level planets.
Here is a guide
Ok, I must not fully get it still. Each planet has a shard, each planet is a different level and while i go to each planet as i level I am usually there for about 4-5 levels. Now with that being said from level 15-23, i should be able to get all 3 shard pieces... and when I do I have to Start all over again at level 24 for the new pieces for those pieces. Does that sound right? the reason i say that is because looking at the above thread and the guide listed I can get only one on Balmorra and the next one is on Nar... but now im alrdy level 25... I dont get it