Basically they are the same.
Both are ways of making a .pkm files which are basically pokemon that can be uploaded to the game by using a GTS (global trade station) or action replay or a gamekart (I have never done the last, but want to try some day).
There is an online pokesav that has a built in GTS option, so that is the first one I used and the one I am more familiar with. But I do not use the built in GTS, I save the file and then use pokeGTS. That way if I make a mistake, I can open up the .pkm using pokegen, fix it, and resend it using pokeGTS.
"Referral" on the signup page (presumably what you're referring to) means that a user signed up because of you. For example, I have two referrals - I've gotten two people to make an account on Smogon.
A warning is what you don't want. If you receive a warning, it's probably because you made a post attacking another user (or it's just a terrible post beyond belief). If you receive one, you will receive a private message explaining the warning.