Cranberry Sauce and Cranberry Jelly are essentially the same thing.
The only difference though between Cranberry Sauce and Cranberry Jelly is that the Cranberry Jelly is more solid than the Cranberry Sauce.
The Cranberry Sauce is more a fluid version of the Cranberries.
The jellied version of Cranberry Sauce is solid enough to retain the shape of the container in which it's placed whereas the Sauce Version doesn't retain it's shape when it's removed from the can or container it's in.
Other than the above the other main difference just comes down to pectin.