
Proximity: objects that appear near each other are perceived as a group.
For example, these squares appear as separate objects....

...while these squares appear as one group or one large square.

That means that if you put several objects that look similar near each other, they can be perceived as a group. If that is not what you want, try to add space or make the objects look slightly different, such as adjusting a heading level or using a different color.
Proximity can indicate the structure of information or knowledge. Windows Vista uses proximity to indicate that there are separate sections targeted at separate users (or user groups):

References: First two images, Windows Vista example