Envious - Having or expressing desire for something.
Jealous - Fearful or wary of being [replaced]; apprehensive of losing affection or position.
How to use it correctly:
1. Ask yourself what you're supposedly "jealous" about?
2. Do you have whatever this is?
3. If not, you're envious. If you do, well... you have no purpose for this website. Go out and treat yo' self!