http://home.kimo.com.tw/dessy144/LightTheLight.mp3
http://home.kimo.com.tw/dessy144/DynamiteExplosion.mp3
http://home.kimo.com.tw/dessy144/HolyLonelyNightsolo.mp3
http://home.kimo.com.tw/dessy144/SeventhMoon.mp3
(Right click to save)
Especially for Light the Light, I wonder what kind of effect does he/she use to make that sound??? Is it an overdrive pedal?

I'm trying to figure out the different between overdrive and distortion.

correct me if i am wrong:

Overdive - sounds like a sad sound
Distortion- very heavy and fuzzy sound

Yeah, Fuzz and distortion seem to be pretty synonymous. Overdrive is much more smoother and creamier. Manufacturers sometimes mislable their effects to the standard terms though. That's why I read the reviews and try as many as I can.

Overdrive: The sound of amp tubes reaching (or past) their max volume specs. Found in most non-clean blues sounds, the sort of sound you get when you crank a vintage Fender or Marshall amp. Think SRV.

Distortion: Over the top OD. Can still be very smooth. Think AC/DC, Guns n' Roses or even any of the 80s metal bands.

Fuzz: A "square wave form". Not really as natural sounding as the above. Think Hendrix's Purple Haze, the Stones' Satisfaction, the Beatles' Revolution or Nirvana even. Maybe the most obvious representation of fuzz is the sound found on the classic rock tune Spirit in the Sky.

Hope that helps