No difference! SDRAM is a type of memory while the term DIMM refers to the dual inline memory module seen with 184pin DDR memory, 240pin DDR2 memory, 240pin DDR3 memory. The old term SIMM was for single inline memory module there. On older memory RDRAM would be a different type seen there compared to SDRAM.
The main things to look at when going to buy memory is the type like valure ram or performance types seeing faster timings and lower CAS Latencies depending on the type of system being built or upgraded. The term SDRAM refers to Syncronous Dynamic Ram there.