You can't tell sex when they're young. But, when they're older, you pick them up and flip them over. Look at the base of the tail. Males have two large hemipenal bulges, and there is a series of pores in a V-shape formation. I can't remember what the correct name is, but anyways, in males these pores are larger and more noticeable. In females, the hemipenal bulges are absent, and the pores are smaller and not as obvious.
EDIT: I just remembered, the pores are called femoral pores.