Is an ethical problem the same as a moral dilemma?

In general, "morals" are are guidelines for human behavior as determined by a fundamental sense of right and wrong, and "ethics" are guidelines for human behavior as pertains to one's role, profession, or membership in a group. Another way to say the same thing is that "morals" apply to everyone; "ethics" apply to certain people - for example, ethical standards for teachers are applied to teachers, ethical standards for accountants are applied to accountants, and so on.

Both morals and ethics are matters of opinion; morals are often based on a society's history, culture, or religious training, and are often reflected in a society's laws.

For example, most people would say it is morally wrong to use heroin, but some people would not. (Using heroin is illegal in the United States, but it is not illegal in Spain.) However, a culture that has never had access to heroin would have no moral outlook at all regarding the use of heroin.

Another example, In the United States, is that it is considered immoral to make young children work; however, that was not always the case. There was a time when young children in America worked for many hours in agriculture, or in factories; this is still the case in some countries. This is an example of a moral the that changed over time.

Ethics are usually determined by mutual agreement of most of the people who are in a group, and those ethical guidelines are enforced by the group, and something that is ethically wrong may or may not be illegal.

For example, if a physician (in the US) is caught using heroin, the American Medical Association may revoke the physician's license.

Another example is that, if your friend tells someone a secret you shared with your friend, you might consider that friend to be disloyal - but you would not characterize that friend as "unethical". However, if a therapist tells someone a secret you shared while in therapy, that therapist could lose their license, and their job) for violating the therapists' code of ethics.

So here's a situation that is both an ethical problem and a moral dilemma, for different reasons:

A man's children are starving when, as he walks through a neighborhood looking for work, he sees a pie cooling on the windowsill of a home. He steal the pie to feed his children. Was it immoral to steal the pie? Would it be "more immoral" to let his children go hungry? Is it moral for one person to have so much extra food that they can afford a luxury -- like a pie -- while another person's children are starving? Does it ever happen that one moral -- "A parent is responsible to see that his children are fed" -- outweighs another moral --"It is wrong to steal"?

That is a moral dilemma.

When the man stole the pie, a policeman saw him steal it. However, the policeman knew the man's children were starving, and he knew why the man had stolen the pie. Does the policeman -- who took an oath to uphold the law -- arrest the man for stealing the pie to feed his family, or does the policeman keep quiet because he knew the children needed to eat and the family who lost the pie had plenty of food? That is an ethical dilemma.

they are commonly used interchangeably but they do have a slight difference.

morals are more personal than ethics. morals would be your own sense of right and wrong and ethics are suited as a society