Maybe you can come up with a compromise or direct them to another fun activity so they forget that they even wanted to come into the house. It can be really tough not allowing your daughter to play with the kids if they are neighbors. Feelings can get hurt, both parents' and children's. Keep in mind that children go through stages, some are more difficult than others are. I know some great caring parents whose children, for a variety of reasons, and even for no reason, went through some very difficult stages during the preschool years.
Kids can change overnight.
I suggest you only allow one friend to come over at a time. It is also important to sit the kids down and calmly tell them the rules of your house. You will be amazed how well the guest listens when you take the time to explain these things. We follow the rules of the house we are visiting. Then I further suggest at lest one activity that is more parent initiated.