Hi A.,
I am the daughter of a divorced Mom who started a new life with a wonderful man when I was about the same age (I was 8). Although I can't remember the feelings I had as I think they were a bit subconscience. I acted out when my step-dad moved in. For so long it was my mom and my sister and I and he was invading our lives. Although he ended up being the man that gave me away at my wedding years later...it wasn't always that way at first.
Also, I have a sister who is 19 years younger than I am and about 4 years ago (she was 11) my mom and her Dad split up. She all of a sudden stopped doing all homework and bombed in school. Went from honor roll to barely making it.
I would take a look at the situation and although your daughter likes the man in your life - it's a HUGE change and I don't think she knows how to express that to you. My 15 year old sister STILL has a hard time with my mom dating and such but is scared to say anything because she doesn't want to hurt my mom's feelings...(so she tells me and I get to relay the info!).
So, although I'm sure this man is a wonderful influence on your lives, I would make sure that you and your little girl still get some time alone together. I wouldn't expect her to open up and tell you, "Mom I like John and he's fun to do things with but I don't like him living here." I don't think she would even know if that's how she felt...you know what I mean?
Good luck, and like I mentioned after the transition of my "step-dad" he became a very important person in my life - even after my mom divorced him and still to this day.
T.