So, you might reasonably ask: "What's the difference between hypnosis and self-hypnosis?"
In simple terms, the answer is that self-hypnosis is performed by an individual on himself rather than by an external 'operator'. But it's still a trance! In fact, many experts contend that all trance creation is, in effect, self-hypnosis! Their opinion is that there is no difference between a trance state that's been guided by the individual and a trance state that's been created and guided by an external operator - however, the trance is created, it's the subject that is permitting it to happen. They contend that, in hypnotherapy, although a therapist might assist in developing and then guiding the trance, the subject (or patient) is in control all the time.
I think a better question might be: "What's the difference between self-hypnosis and hypnotherapy?" But even this is difficult because, for most people, the reason for learning self-hypnosis techniques is to enable the individual to use the techniques for a therapeutic purpose of some sort: stopping smoking; losing weight; stress management; improving self-esteem or self-confidence; overcoming phobias.
So, I guess that the simplest way to distinguish between the two is to think of it in terms of who is 'creating' and guiding the trance. In this sense, hypnotherapy involves an external operator (normally a fully qualified hypnotherapist), whereas the self-hypnotic process is carried out by an individual creating and guiding his or her trance in isolation.