Differences between DFD (Data Flow Diagram) and activity diagram

I need to know this differences in order to undestand how to use them right.

Which are the differences of DFD and Activity diagram?

Actually, it's reasonably logical. You only have to look at the names.

In data flow diagrams, the lines between "boxes" represent data that flows between components of a system. Because these only show the flow of data, they do not give an indication of sequencing⁽¹⁾.

In activity diagrams, those lines are simply transitions between activities and do not represent data flow at all. They more represent the sequencing of activities and decisions. You can tell from these what order things happen in.

That's a simplistic explanation but should be a good starting point. Further information can be garnered from Wikipedia for DFDs and activity diagrams.

⁽¹⁾ There's another style of diagram, the UML sequence diagram, which can show sequencing for specific session types, such as (see Wikipedia entry for sequence diagrams):

This has time increasing from top to bottom so the sequence is hopefully obvious.