I'm not a weather weenie, but as I understand it, if you have warm, wet air in place, and you get a mass of cold air move in (as we did yesterday) the cold air forces the warm air up and over it. The mixing causes thunderstorms to form, but as the rain falls through the cold layer of air close to the ground it freezes, landing as sleet or hail. So, you have thunderstorms with sleet, or *thundersleet*.
I just think the name sounds cool...