sql-server-2008 - Difference between stored procedure and function in SQL Server

Question

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Function vs. Stored Procedure in SQL Server

I want to know what the differences between a stored procedure and a function in SQL Server are?

And where each one is used in ?

For example I have just written a stored procedure and I have finished it with

return @@Identity 

So can we say is this a function because this will return a value?

These sort of problems has made me distracted.