I too live on the border of Savage/Burnsville
When my daughter was in preschool,3-5yrs. we did tumbling and swim lessons through the ymca in the winter and then in the spring we did teeball.
Each ymca has different classes though so you'd have to check with different locations. I think the y in Eagan had tumbling for that age bracket. We went to the y in Burnsville. You don't have to be a member either it's slightly more exspensive but not alot.
Otherwise the school district 191 has some classes in their catalog they send out every few months. The have ecfe, dance,tumbling that sort of thing.
You may have a hard time finding something for that age, but there should be something or a mommy/me class. Once your daughter is 3 or 4 years old there is alot more options.
Pump it Up (Burnsville) it's indoor inflatbales kids can jump and climb in and bounce around they usually do birthday parties but during the week when everyone is in school and at work they do let little kids come with a parent and just play for a few hours. It's pretty cheap too. I never did it, always wanted to though. We've done the birthday parties there and it's so much fun and will really burn the energy out of your kids. I even had a blast.