Do they know that you're not after a relationship as in the traditional boyfriend girlfriend way?
If not tell them that you're not after or ready for a relationship like that, which is the truth isn't it?

As for when to tell them there isn't really a set way of doing it but I'd mention it if you're talking about how things are between you, if relationships pop up, when you feel you should before things go further or if you feel its gone on for too long.

I'd say sooner rather than later though, in fact it's best to get that out as soon as possible, like the first time you get together, then there can be no hurt (well a lot less) feelings and she can't think that you are leading her on.

Don't worry too much because you're showing that you are considerate of there feelings but not compromising on your needs. If nothing has been said about what kind of relationship it is then you're laying down what you feel and want, you're the one taking action and clearing things up.

If one of them does freak out then reiterate that you are telling them because you don't want any confusion or to hurt them and you are telling them your position as nothing has been set in stone or confirmed before.

As for telling them if you're with any other girls if they ask tell them, they might not be as surprised as you think my female flatmate goes on loads of dates with different men. Don't act ashamed about it this is your reality, if you want it to be?
I wouldn't rub it in their faces but if they ask them then be straight up and if they get angry or shocked stay calm don't get worked up they may come round to your way of thinking if your reality and belief is strong.