Pandora is radio, you have no control over what song is playing aside from being able to switch stations and being able to skip (no scrubbing) a few (5 iirc?) songs a day.
Rhapsody, on the other hand, lets you play any song from their library at any time you want. You can skip, go back, scrub, and play songs/albums/artists/playlists just as if you owned the songs (you can actually even download the songs and drop them on any MP3 player if you get the mobile plan).
Pandora is 6 skips an hour ( More for Pandora One I think), and thumb-downing a song eliminates in on that station. I can also say I'm tired of a song, which shelves it on that station for 30 days.
