It would help to know what behaviour you are using and how you have your events set up.
I'll just guess you are using physics because you talk about gravity (could also be bullet behaviour or others)
If you are using physics you can't set gravity per object, just the world gravity in general. You could change the density of the objects to make them react differently to the gravity. also changing the collision polygon has effect on how the pieces react, for it determines where the objects gravity-point is.