The following videos explain the conditions that create freezing rain, sleet, and snow.
Freezing Rain Explained is a video from the Weather Channel. The video includes a demonstration that science teachers could recreate with dry ice in their science labs.
The Difference Between Snow, Sleet, and Freezing Rain is a video from a news channel in my hometown. This video not only does a good job of explaining the differences, it's also a good model for using some simple green screen effects to create an explanatory video.
Speaking of green screen effects, my ebook 50 Tech Tuesday Tips includes ideas and tutorials for creating green screen videos. Get your copy right here!