Hmmm...well, I'd say that the 2 and 3 year old would suffice with: "This is daddy's daughter from before daddy and mommy met. She's your sister." (big smiles and lots of excitement in your voice there

). {well, something like that, anyway, LOL}
Make them *feel* it's going to be sooo much fun having another sister. Which it will be.
Get them involved in picking out some Christmas (or if you've already taken care of that) a birthday gift from them to her.
The 6 year old...depending on how "mature" he/she is, may suffice with the same explanation/tactics or you may be able to explain to your 6 year old more along the lines as you do your 15 year old. As in, tell the oldest of the three that you were married before and this is their half-sister from that time. Keep explanations as simple as possible, but be upfront about it.
At least, again, that's what I'd try. [img]smile.gif[/img]
P.S. - Sorry about not keeping your children straight, but with you guys and RevRuby's kids, it's hard to keep straight who's are who's. [img]tongue.gif[/img]