What is the difference between the two? I have been using unix servers and never really knew why it's called UNIX. I just know it's easier for installing some CGI stuff. Can someone give me a comparison between the two and tell me what's better?

Each have their own "stuff" but the simple answer is that Linux, BSD, et al are all simply variations of the original UNIX... a little history can be found at

http://www.linux.com/howto/Secure-Programs-HOWTO/history.html

Linux is a clone of Unix.