Magnetic ion-doped semiconductor nanocrystals (NCs) have recently drawn a great deal of interest because of the intriguing physical properties and the application potential in spintronics and magneto-electronics. In this work, we report on theoretical studies of magnetism in colloidal CdSe NCs doped with Mn2+ ions. Numerically, the exact diagonalization (ED) technique is employed to calculate the electronic structures and magnetizations of singly changed CdSe NCs doped with four Mn ions in various spatial distributions. The numerical results show that the magnetism in a few-Mn doped NC is not only determined by the total number of Mn ions, but also sensitively depends on the individual locations, which are however hardly considered by widely used mean field theory. Remarkably, the formation of Mn clusters in a NC leads to the significant deviation of the magnetization from the standard Brillouin function description for an ideal paramagnet. The quantum size effect is shown to enhance the magnetizations of magnetic NCs via the interactions between the quantum confined carriers and Mn-clusters. A solvable constant interaction model (CIM) with the consideration of individual Mn spins is presented for the explanation of the numerical data.