Sleet is a cold weather event. A snow flake falls towards the earth but then enters a relatively warm layer (above 32ºF or 0ºC) of air. The snow melts as a result of the temperature increase in the surrounding air. The newly established water droplet continues to fall and leaves the warm air layer only to enter another cold layer. The water droplet, now surrounded by freezing temperatures, freezes.
Think of the Sleet example from above, except that warm layer is larger. Large enough that the water droplet does not have time to re-freeze. As a result the water makes its way to the ground still intact as a raindrop. Unfortunately, the temperature of the surface it lands on is freezing (i.e. ground, telephone lines, tree branches, etc.). Once the raindrop makes contact with a freezing surface, the raindrop immediately freezes and then clings to the surface.
Hail is a spring and or summer event. A powerful thunderstorm is required for Hail to form. It all starts with ice particles falling from a cumulonimbus cloud. Powerful updrafts, at an about 8,000 to 10,000 feet (2438-3048 meters), pushes the ice pellet back up into the upper atmosphere. Once thrown back up in the air, the ice pellet descends by gravity and possibly assisted by downdrafts. During this process the ice particle is growing. Water droplets attach to the ice particle and freeze. The ice particle continues this process until the weight of the ice particle is too much for the updrafts to handle. Once too heavy, the built up ice particle, or hail, falls to earth.