C.J.
You and your daughters are in my thoughts and prayers. I will pray for strength to get through the funeral and the difficult weeks and months and years ahead, and that God will reach His arms down and comfort you and your daughters.
Let them see you cry and grieve. It's important for children, especially daughters, to know that they don't have to "protect" Mom from their own grief. You sound like you're on the right track with this.
I second InMy30'sAlready?! and Toni V. Make sure they each get to choose something of their father's to keep, and have relatives and friends write paper letters about their father.
Be prepared for them to sleep a LOT. Grief manifests in several ways, but one nearly universal way is to sleep. They will sleep so much you'll think they're sick. Prepare them for the fact that IT'S OKAY to sleep as much as they need to right now.
They (and you) will also find yourselves inexplicably cold. When I lost my Grandmother (whom I was VERY close with), it was July. I was FREEZING for weeks. Hot tea or hot chocolate, even though it might be 80 degrees out, is a good idea.
Chocolate. I know this sounds cliche, but the endorphins in chocolate really do put a band-aid on grief. Let them eat good quality chocolate, and other sweet and starchy things. Not so much that it's unhealthy, but it is called comfort food for a reason.
Everyone will let them know it's okay to cry. You need to also let them know that it's okay for them to scream. Sometimes, just screaming makes you feel a little better inside. Just a wordless scream, or let them scream and holler about the injustice of it and how it isn't FAIR. If your daughters are also Believers, reading Job can sometimes be comforting. Some find God's basic message of "I Am God and my plans are my own" very comforting--some don't. You're the best judge of that, because you know your daughters. It's okay to scream and cry and yell and ask God "why?". It's not okay to blame God. Read Ecclesiastes 3. Isaiah 25:8. Matthew 11:25-30. This site is good: http://encouragingbiblequotes.com/versescomforta.html
They might get angry at their Dad, and blame him for "leaving" them. This will pass. A simple reassurance that their Dad never wanted to leave them is sufficient.
Be prepared for difficult days, even after the grief calms down a little. Big trigger days will be Christmas, their birthday, Dad's birthday and, biggest of all: Father's Day. Father's Day will happen less than two months after they've lost him. It's going to HURT. This should help a little for that day: http://www.ehow.com/how_###-###-####_cope-loss-dad-father...
I recommend (maybe next year or the year after) reading the book "What A Difference A Daddy Makes" by Dr. Kevin Leman. It will break your heart, knowing your daughters won't have that, but it WILL give you some insight into the kinds of things you need to provide for your daddyless girls.
Their Grandfather will be a blessing to them in the days to come, as a "Father figure". If they have an Uncle (your or your husbands brother) or other male relative, encourage him to step into the role of father figure. Make sure both he and your daughters know that he is NOT replacing their father, only that he is there for your daughters
Most of all, let them know that you love them and that their father loved them, and that the last thing he would want is for them to not live their lives.
Blessings to you and your family in this difficult time.