Add everyone's names the 2 adults and 2 kids (even your younger daughter) then on the next screen only click on the names of the child and adult that will attend the class. It will then allow you to buy tickets for all 4 in your party.
Yes, this is what I had to do, and it worked. As a pp mentioned, there didn't seem to be an option to have the tickets shipped. I emailed Ashley to see if I could pay the fee to have them shipped ahead of time...we'll see what happens.