When you feel that you did something wrong, you may feel guilt. When that thing makes you feel as though you are bad that is shame. Often when people are guilty they make amends with the one they have wronged. A person who is guilty may become self-destructive or abusive to others unable to control the rage inside of them.
One person may have an affair and feel guilty and the other one in the same relationship may be feeling shame. Each doing the same thing but the way they feel about themselves is different. One will go on with life and be fine where the one with shame that it breaks them maybe causing to break their spirit or cause illness. Each person depending on their beliefs would react different to the situations in life yet feel very differently about themselves.