Sometimes the three gunas are called ropes, because they bind us to the material world. Where the modes lead is explained further in the Eleventh Canto of the Srimad Bhagavatam:
"Those who leave this world in the mode of goodness go to the heavenly planets, those who pass away in the mode of passion remain in the world of human beings, and those dying in the mode of ignorance must go to hell. But those who are free from the influence of all modes of nature come to Me."
(Srimad Bhagavatam, ll.25.22)