Is there a difference between server apps and Servlets?

I am trying to figure out if I should write a server application or a servlet and I am trying to get some info on both.

Thanks for the responses, they make sense based on what I've read so far.
So let's say you have a server application as opposed to a servlet for a web application. How do you tell the application that you want it to do something? Is it standard practice these days to put the server-side code on a webserver, even if this isn't for a web application, and then have the entry point into the server-side code be a class that extends GenericServlet? Or is it more common (or better, or whatever) to have a server process (like a crontab job) start a Java program that sets up a ServerSocket?
I'm learning the servlet stuff now, but I'm experiencing the same frustrations I have all along when learning various aspects of Java: even the best books tend to focus on one or two ways of doing things, and figuring out if it's the best way to do what I want to do is difficult, since the other ways aren't dealt with all that much and hardly any comparisons are made.
Thanks for the input,
Rich

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