Jails are often lumped together with prisons (Webbie's writeup below is a good example), when the two are in fact different in several respects. (Note that this writeup is for the United States.)
The primary difference between jails and prisons is that jails are used to house inmates guilty of lesser crimes. Depending on the jurisdiction, a jail is generally used to hold inmates that have a maximum sentence of 1-2 years.
Second, whereas prisons are usually run by the state, jails are generally run by the county, often under the jurisdiction of the county sheriff. This is more important than it might seem. A sheriff is an agent of law enforcement, rather than corrections. Consequently, many sheriffs will tend to focus their attention elsewhere, not worrying very much about how the jail is run. When they do pay attention, it is often to "make time tougher."
Finally, since jails are generally run by the county, rather than the state, they generally have much lower funding. Programming (such as basic education, vocational training, or prison jobs), which is an integral part of prisons, is highly limited or altogether absent in jails. Whereas prison has a highly regimented schedule, jail is a lot more about just waiting to get out. Inmates will generally say that jail time is much harder than prison time.
Overall, jails generally have worse conditions than prisons. There's less of a focus on rehabilitation (though there is not much emphasis even in prisons), and a lot more warehousing (i.e. locking people up and letting them rot).