As taken from dictionary.com
sym·pa·thy [sim-puh-thee] Show IPA
noun, plural sym·pa·thies.
1.
harmony of or agreement in feeling, as between persons or on the part of one person with respect to another.
2.
the harmony of feeling naturally existing between persons of like tastes or opinion or of congenial dispositions.
3.
the fact or power of sharing the feelings of another, especially in sorrow or trouble; fellow feeling, compassion, or commiseration.
em·pa·thy [em-puh-thee] Show IPA
noun
1.
the intellectual identification with or vicarious experiencing of the feelings, thoughts, or attitudes of another.
2.
the imaginative ascribing to an object, as a natural object or work of art, feelings or attitudes present in oneself: By means of empathy, a great painting becomes a mirror of the self.
So basically, sympathy is for when you haven't experienced it yourself, and empathy is when you have.
Flame away, I just find it a bit... irksome.