I think Olivia and Mick has made the difference very clear. Here I give you some more examples of when you would use one instead of the other.
他说他喜欢踢足球。Tā shuō tā xǐhuan tī zúqiú.
He said he likes playing football.
他非常喜欢跟别人说话。 Tā fēicháng xǐhuan gēn biérén shuōhuà.
He likes talking with other people very much.
你不应该说这些。 Nǐ bù yīnggāi shuō zhèxiē.
You shouldn't say these.
你说话的时候，我正在看电视。 Nǐ shuōhuà de shíhou, wǒ zhèngzài kàn diànshì.
When you were saying, I was watching TV.
For most of the times, they are not interchangeable.