Actually a PDA is both, but it is either running Pocket PC or Palm depending on which op sys it using.
Palm is smaller, faster and can do almost anything you need it to do. It has been around forever and a day.
Pocket PC, is more enhanced, but slower, not nearly as versitile as all the Palm software out there, and looks fantastic visual wise.
basically I would refer it to like using windows 3.1 or win 98