SAS Enterprise Guide - a client-interface to SAS. You can use it for base SAS programming, and you can also use its tasks/wizards to generate SAS programs for you to manipulate data, describe data, graph data, and perform advanced statistical analysis. I call it the "general store" of SAS, because it offers something for everyone and, often, it's the only stop you need to make for general purpose reporting and analysis.
SAS Enterprise Miner - SAS' interface for data mining/neural networks. You use it for specific data mining techniques to create statistical models, scoring models, segmenting data, etc. Unlike a "general store", SAS Enterprise Miner is like speciality shop for predictive and descriptive modeling.