Yes a programmer and external adapter are different things, but basically allow you to do the same thing.
The Pro comes with the external adapter, which is an external parallel interface for flashing your chip. The programmer does the same thing, except you have to remove your chip and put it in the programmer and connect it to your pc to flash it. The programmer is often used with the Lite chips, if there is a problem flashing them you'd need a way to recover from that and since the Lite has no external interface you'd use the programmer.