The three women had been working together as servants at the house of the Earl and Countess Rutland at Belvoir Castle when one of the daughters - Margaret - was sacked for stealing from her employers. Shortly afterwards a run of ill-luck befell the Earl and Countess, including the death of their eldest son. As in other cases, they looked to supernatural agencies as to the cause of their misfortunes and soon found the object of their suspicion in the form of the three women.
They were arrested and taken to Lincoln gaol for examination where one of the most folkloric events of the story is said to have happened. Denying her involvement in the crimes, Joan - the mother of the two sisters - asked for bread and butter to be brought to her, saying that if she were guilty she would choke... upon which she promptly did.
Deaths of this kind are regularly found in folklore of the time, so you might wish to treat the veracity of this claim of apparent judgement from above with some scepticism. It seems fairly certain that Joan died while in custody, but whether her demise truly took this melodramatic course is, of course, beyond our knowledge at this remove.
He daughters soon confessed to their crimes - telling their inquisitors how Margaret had brought the glove of the boy from the castle and given it to her mother. Her mother then proceeded to rub the glove on the back of her familiar - a large white cat known as "Rutterkin." Afterwards, she boiled the glove, pricked it several times and then buried it in the yard, uttering an oath that the infant Henry "might never thrive."
Shortly afterwards, he had sickened and died but the thirst for revenge still burned in the hearts of the witches and they repeated the glove-boiling curse on the next-born son, Francis. He merely fell ill and the women buried the glove in a dung-hill - reckoning that as it decayed, so would the boy. He eventually obliged, dying in 1620 - although he outlived those who had cursed him.
Found guilty, the two women were hanged at Lincoln Castle in March 1619 (some sources state 1618).
See also: folklore