Advertising tries to pursuade potential buyers that they want to buy product X instead of Y.
Selling is finding out what product the potential buyer wants to buy, and then sell it to them.
Advertising creates the pull-through that good selling can then capitalise on.
i.e. If advertising has convinced the market they need Micro-SD in their phone, you'll have a tough job trying to sell them one without it.
This is what I think difference between advertising, marketing and selling.
The main target of advertising is to let people know what you are trying to sell. Some people might interested, others might just ignore it.
Gathering information on what people want is so called as market research.
And lastly, selling is an action to make people buy your product. I, once, had job as a salesman, only a month though, knocking door to door trying to sell electricity even though I know most people hate to switch to other company. It is definitely not a fun job, but still a good experience.
Don't forget about when people want to buy WP, the staff will keep pitching about how good is Android or iPhone. This is what I call as selling.