Sleet rain is when rain falls through severely different temperature layers in the sky, so the rain is frequently freezing then un freezing, so on. Freezing rain is when rain falls through one layer of cold and partially freezes the rain.
Actually they are the same; sleet is frozen rain, or ice pellets. This is not to be confused with FREEZING rain, which is rain that freezes near the ground level if it is colder than above. Sleet is already frozen when it hits.