Because I have sugar on the brain (as usual), I will use that to help me explain.
i.e. = that is
I am a sugar addict, i.e., I cannot go a day without ingesting something sweet after every meal (and sometimes in between).
e.g. = for example
They say that changing your diet, e.g., by reducing the amount of sugar you eat, can make you healthier; I wouldn't know.
So, i.e. further clarifies the statement you've just made, whereas e.g. gives just an example.
If you want to get all Latin about it (but I doubt this will help you remember the difference), i.e. is short for id est, literally that is, and e.g. is short for exempli gratia, which translates as for example (it is NOT, as a certain Get Shorty character would have you believe, an abbreviation for ergo, although that makes for good humor among us word geeks).
I hope this was helpful. Now, if you'll excuse me, there's a York peppermint patty calling my name ...