There is no way that she could discover self-gratification on her own, even if you think that baby sling you used to carry her might've stimulated her in the wrong way. If it did indeed stimulate her, then you would've known, right? After all she was right on your hip... but I doubt that she was really stimulated.
What I think happened are a few coincidental things: first, you stopped carrying her. That created an emotional void, no matter how small it may seem to us. This happens especially when we detach our kids before they ask for that. My children advanced through their interest in things, not by me telling them that now is the time for them to be able to do this or that. They used to ask me to carry them around forever, then all at once they hated it when I'd pick them up because they started enjoying their freedom a lot more. If I stopped carrying them around too soon, they'd need some type of replacement for that emotional void that would be created.
Secondly, it seems that around the same time she started going to preschool. The fact that it was a catholic preschool only makes me more suspicous. Catholic schools are no more safe then any other place; as a matter of fact, they are probably less safe just because no one would suspect them. Just like no one expects a police officer to deal drugs, and no one expects a priest to molest little boys. Her mentioning some girl "Anna" in sexual context should raise major red flags. Just because some grown-up says that they don't know anyone by that name, means nothing. She could be lying or fogetfull, or most likely - fully aware of the problem and would rather not talk about it. What was her other option? Telling you - "Oh yeah, we had this nun/child/cleaner/cook/whoever here who was a bit nuts and she molested many girls but now we kicked her out and you have nothing to worry about"??? Imagine the lawsuits and so on.
Thirdly, when your daughter needed some emotional connection, probably when she was going to pre-school, someone presented themselves with this "I'll show you mine if you show me yours" game and it filled that emotional void just at the "right time". Not that I consider it normal or good in any way, but it does fit in with this picture.
Instead of just thinking about how to make sure she doesn't do it too much or how to make her feel OK about it, concetrate on investigating a bit more, which will require a lot more sincere effort. Saying in one sentence that you are with her 24/7 and that there was no way she could've been molested, only to add that she did go to preschool and that there was a girl Anna who your daughter says showed her how to play with herself, shows that you are a bit detached from reality. It is much easier to turn a blind eye to something we may feel guilty about.
Your daughter was molested in some subtle way, probably in a way that will not be detectable by a doctor, and you know the results. Now your job is to redirect her creative energies to things that are more interesting then self-gratification, and that will slowly over time make her forget the whole experience. Keep her occupied with things she loves to do more then spank the monkey, and make sure that you are emotionally open to her: kiss her a lot, touch her, do it when she doesn't ask for it, but just because you love her, and above all - be sincere about it. Kids sense when we "love them" because we should, and when we love them just because we love them. Most parents don't know how to be spontenoius with their children, and those children know it, and will look for other sources of emotional satisfaction.
Also, any type of compulsive behaviour points to some sort of emotional hurt where that behaviour is like an aspirin: every time she is reminded of the hurt, she will do it. In psychological terms it can be compared to "get-out-of-jail-free card". Finding out what that jail is (some hurt from the past, most likely a feeling of abandonment when she went to preschool), and helping her to express herself how she felt about it is half the job. (keep in mind that she will most likely at first tell you what will make you feel all warm and cozy, and not the truth. If she senses that telling you the truth will make you sad or mad or feel guilty, you will not get the truth out of her). The other half is you explaining why she was sent there so that she knows she was not abandoned, and that you did care. Or if you didn't care, or think it was a stupid thing to do, then apologize from the bottom of your hart, make sure she knows that you are sorry she went there, and kiss her and hug her and show her that she is the most important being in your life. Then observe her behaviour afterwards. However, if you do show signs of other things being more important then her, then she will regress and start the whole thing all over again. Basically whoever else showed her how to spank the monkey, was at that moment closer to her then you were. That's where the problem started and the exact opposite will end it. Do not let her crave love and attention.
It is very similar even with grown up women: those who feel they were abandoned by her father will be very sexually active, and probably promiscous, as they would be looking for a way to fill that emotional void created by lack of intimacy.