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This has been bugging me for a while now.

Can someone tell me what exactly the difference is between Proton Torpedos and Concussion Missles?

From Star Wars

The proton torpedo is a type of ordinance used throughout the galaxy. Small starfighters like the Rebel Alliance X-wing and Y-wing starfighters often have their laser weaponry complimented by ordnance launchers capable of firing proton torpedoes. The energized torpedoes carry a devastatingly powerful blast, and can be fired at much greater ranges than the standard laser cannon. During the Rebel attack run on the Death Star I, Alliance fighters had to use high-speed proton torpedoes on the thermal exhaust port that protected the Death Star's sole vulnerable point. Since the port was ray-shielded, standard laser weaponry would have been ineffective.

concussion missile is a short-range, wingless anti-vehicle missile generally deployed by vehicle mounted launchers. There are a wide range of concussion missiles, varying in speed, maneuverability, and destructive capability.

Weapons manufacturers generally produced both the launchers and the missiles, and sold them as units. In space combat, starships used concussion missiles for anti-starfighter defense, and ground forces used them against any fast moving vehicle. Starfighters such as the Rebel Alliance A-wing and the Imperial Missile Boat made extensive use of concussion missiles in dogfights.

Each missile is stored and launched from a pressurized canister designed to protect it during transport, storage and loading, which also acts as a launch tube. The canisters are racked in magazines that are loaded into a vehicle. the magazines are circular and the missile is launched out sideways before igniting and travelling its due course (only applies for ground-based launchers).

Each concussion missile features an armor-piercing tip that penetrates a target hull before igniting the missile's compact energy pack. The impact of the tip activates an atom smasher near the energy pack, resulting in an implosion of atoms. The exponentially rising energy and heat generated by the implosion will melt the target and result in an explosion.

Lando Calrissian used concussion missiles in the Battle of Endor. It was with this kind of missile that was fired at the main reactor of Death Star II. His wingman, Wedge Antilles used Proton Torpedoes in the run against the second Death Star.