Gender v.s. sex

"Sex" refers to the biological and physiological characteristics that define men and women.
"Gender" refers to the socially constructed roles, behaviours, activities, and attributes that a given society considers appropriate for men and women.
To put it another way:
"Male" and "female" are sex categories, while "masculine" and "feminine" are gender categories.
Aspects of sex will not vary substantially between different human societies, while aspects of gender may vary greatly.
Some examples of sex characteristics :

• Women menstruate while men do not
• Men have testicles while women do not
• Women have developed breasts that are usually capable of lactating, while men have not
• Men generally have more massive bones than women

Some examples of gender characteristics :

• In the United States (and most other countries), women earn significantly less money than men for similar work
• In Viet Nam, many more men than women smoke, as female smoking has not traditionally been considered appropriate
• In Saudi Arabia men are allowed to drive cars while women are not
• In most of the world, women do more housework than men

Reference:
http://www.who.int/gender/whatisgender/en/index.html