Snow forms at 0 °C, when water vapor converts directly into solid ice crystals. Sleet forms when raindrops fall through a layer of air colder than 0 °C. This means that from the time it was snowing to the time it started sleeting the air has gotten warmer but one layer of air stayed cold, hence the formation of sleet. Freezing rain is rain that freezes when it hits a cold surface. This means that from the time it was sleeting to the time there was freezing rain the air had completely warmed and is now above 0 °C but the ground and all other surfaces are still cold.
I hope this helps, as this happens all the time where I live! :)
