June 5, 2015 9:37 PM EDT

Jessa Seewald and Jill Dillard say their parents used “safeguards” to protect them from their brother, Josh Duggar, after he molested them as well as two of their sisters when they were young.

After the incidents, their parents, 19 Kids and Counting stars Jim Bob and Michelle Duggar, talked to their 19 children about “not being alone,” Jill, 24, told Megyn Kelly Friday on Fox News’ The Kelly File.

“My parents said, ‘Okay, we’re not going to do this hide-and-seek thing where two people go off and hide together,’ ” the new mom explained.

Their parents put “locks on the doors,” said Jill. “You know, everybody’s in bed. Girls in the girls’ room. Boys in the boys’ room … as a mother now I look back, and I think, you know, my parents did such an amazing job for me. Even when we went through the DHS investigation they complimented my parents on what an amazing job they did through that process.”

Jim Bob told Kelly on Wednesday that after Josh confessed at 14 that he had “improperly touched his sisters” while they were sleeping,” that he and his wife put “safeguards” into place to try to prevent him from doing it again.

Jessa, 22, said she and her sister wanted to come forward to talk about what their brother had done to them. “This is something we chose to do – nobody asked us to do this,” said Jessa about speaking out for the first time since police reports revealed that the eldest of the Duggar children was investigated in 2006 for molesting five underage girls as a teen.

On Wednesday, when a portion of their interview with Kelly aired, they acknowledged being two of Josh’s victims but added that they wanted to “set the record straight.”

“Josh was a boy, a young boy in puberty and a little too curious about girls,” says Jessa. “And that got him into some trouble. And he made some bad choices, but, really, the extent of it was mild – inappropriate touching on fully clothed victims, most of it while [the] girls were sleeping.”

Jill adds that they “didn’t even know” about the molestation until Josh had confessed to their parents. “None of the victims were aware of what happened until Joshua confessed,” Jessa agrees, adding, “My parents took [us] aside individually, and they said, ‘Here’s what happened,’ and of course at this point, you’re shocked.”

“I was scared,” says Jill, but she adds that she was also “sad” to hear about what her brother had done, “because this is my older brother, who I love a lot. It’s conflicting.”

This article originally appeared on People

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