That's the real difference.
• Morals are cultural or religious rules, that are imposed upon you. You are expected to live up to them, "Because we say so!" They are like laws, enforced by peer pressure and authority figures.
• Guilt and shame are learned behaviours/emotions designed to keep people under control. They are the enforcers of cultural morality.
• Ethics come from within, and shine out into the world through your actions. They are the innate awareness of right-action and wrong-action.