However, Ajax is more than just a fad; it's a powerful way to build websites that isn't as difficult as learning a whole new language.
The two are similar in that desktop applications usually come on CD media (sometimes downloadable from a website) and are fully installed on your computer. Desktop applications may use the Internet to download updates, but the code that runs these applications is on the desktop computer. A web application runs on a web server somewhere - not surprisingly, such an application is accessed through a web browser.