This is Tricky level 6, "A nice little puzzle". You have 4 lemmings and must save all of them in 1 minute 30 seconds.
The timing can be tricky on this one, but we need to get all 4 lemmings to dig down and collect the climber abilities. You may possibly have more success if you speed up the rate the lemmings enter the level.
Make the fourth lemming dig down at the first climber ability.
Make the second lemming dig down to the third climber ability.
Quickly make the third lemming dig down to the second climber ability.
Make the first lemming build down to the fourth climber ability.
As the fall, they should collect all four abilities.
Turn all four lemmings into climbers so they can climb the wall that blocks the exit.