From the back of the box:
"The object of play is to collect the four members of the Berenstain Bear family (Mama, Papa, Brother and Sister Bear) and their matching hats.
The begin play, shuffle the cards and place them face-down in the center of the table. The top card is turned face-up and placed in a separate discard pile. Decide who will play first. The first player selects the top card from either the draw or discard pile. If the selected card is a Berenstain Bear, the player takes the card and places it in front of him. If the card is a hat or WIND card, the player places it on the discard pile. Play passes to the left with the next player selecting a card from either the draw or discard pile.
As players collect members of the Berenstain Bear family, the may "cap" each character with the appropriate hat. For example, on his first turn a player draws a Brother Bear card. On a later turn he draws Brother Bear's baseball hat. He may then "cap" Brother Bear by placing the hat card on the Brother Bear card. If a player draws a hat but does not have the character that matches it, OR if the character already has his/her hat, the card must be discarded. Note that some cards feature two hats. Players may choose which hat, if any, to use and "cap" the appropriate bear. Once a character is "capped", the hat may not be removed unless it is blown off by a WIND card (see below).
If a player draws a WIND card, he may blow one hat off any of his opponents' cards. The hat and WIND cards are then placed on the discard pile. A player may not remove a WIND card from the discard pile.
The first player to match all four Berenstain Bear characters with their correct hats wins the game.