Really ? I always thought them as synonyms and "Software Engineer" as a more "upscale" title (which is kind of stupid, IMHO).
From Wikipedia:
"The term programmer has often been used as a pejorative term to refer to those without the tools, skills, education, or ethics to write good quality software. In response, many practitioners called themselves software engineers to escape the stigma attached to the word programmer. In many companies, the titles programmer and software developer were changed to software engineer, for many categories of programmers."