I am assuming that you mean as secondary legislation such as Control of Substances Hazardous to Health regulations and the Regulatory Reform (Fire Safety) Order.

Firstly both are types of  secondary legislation ie they both require the existence of  a piece of primary legislation typically an Act of Parliament that enables the government to introduce specific laws without having to go through the time, effort etc of a fully-fledged Act of Parliament. The act itself will describe the mechanism that is used to create the secondary legislation. The Health and Safety at Work Act Section 15 tells us that the government has to use the mechanism known as a Statutory Instrument to create the legislation and refers to this legislation as regulations. Statutory Instruments Act 1946 allows for SI to be made under the negative resolution procedure. Essentially the minister responsible places the draft regulation before the house and if nobody objects after 40 days it becomes law.

Other pieces of legislation such as under the Regulatory Reform Act 2001 call their associated secondary legislation Orders, since they are technically Orders in Council (the Council in question being the Privy Council). Here the Act itself describes the mechanism for creating the Order.

From the point of view of us who have to live under this legislation there is very little difference between an Order and a Regulation: they are both secondary legislation, both depend on an enabling act, and both can be challenged in the courts through a judicial review (usually on the grounds that they exceed the powers granted under the primary legislation.

There is also something called an Order of the Council, which is made by the Privy Council exercising powers under the Royal Prerogative. Is really primary legislation but it tends to cover things like the Civil Service and government agencies not the likes of you and me.