There is a difference.

There is a distinct difference between the following phrases:

Go into all the world and PREACH the gospel
And
Lets go and WIN the WORLD

On it's face the difference in these statement may seem obvious, but consider the typical Chrisitian view, it goes something like this:

Jesus gave us a mandate to preach the gospel to the whole world and therefore if we can spread this gospel to the whole world sweeping changes would be made throuout the world and it would be a better place.  

Having this view leads us to perform many actions like:
Fund mission trips
Hold conferences
Have revival services
Give out tracts
Go witnessing
Fund televangelists
Give altar calls

All of these activities are driven by our understanding of the great commission, but their is a distinct difference between preaching the gospel and winning the world.  The most important of the distinctions is that the WORDS of Jesus PREVENTS us from achieving this task:

Matthew 7:13-14

13 Enter through the narrow gate; for the gate is wide and the way is broad that leads to destruction, and there are many who enter through it. 14 For the gate is small and the way is narrow that leads to life, and there are few who find it.

With a word Jesus FOREVER limits the number of people who will come to GOD through our efforts.  He could have said, 'narrow is the gate to life but that's okay MANY will find it' but no he declares that ONLY a few will find it.  This declaration by Jesus guarantees that only a few will find it.

In understanding this fact we MUST realize that GOD is NOT trying to win the WHOLE world to himself.  Before I am labeled a heretic let us examine the single most DEMONIC doctrine held by the church:

God/The Holy Spirit is a gentleman and will never override your will.  I think that Jonah would have something to say about this ridiculous statement.  Jonah wanted one thing and GOD wanted another.  Did God say to Jonah okay Jonah you can have it your way? No, God simply turned him into fish food and in the end GOD HAD HIS WAY!  Do you think GOD has CHANGED?  THERE HAS NEVER BEEN AN INSTANT IN TIME WHEN THE WILL OF GOD WAS NOT MANIFESTED!  The bible is a written record of God's interaction with mankind, and can ANYONE point to ANYTIME in all it's pages where GOD's will was EVER repressed OR denied.  Here is a useful concept to hold on to: if there is ANYTHING that God WANTS to do but CANNOT do then he is no God.  A God who has a will that he CANNOT OR WILL NOT express is NO GOD AT ALLL!

Do we hold in our minds a concept that God and the devil is in some cosmic struggle for the souls of the human race?  Such a ridiculous notion!  There is NO battle for humanity being waged by God.  You only struggle with someone who is your equal and GOD HAS NO EQUAL!  Listen to his word:

Isaiah 46:10

10 Declaring the end from the beginning,

And from ancient times things which have not been done,

Saying, My purpose will be established,

AND I WILL ACCOMPLISH ALL MY GOOD PLEASURE,

What are we supposing with our conclusions, do we really believe that a human being can RESIST God?  Think of any unsaved person you know, do you really believe that God is calling that person but that person is RESISTING God?  Consider this:

Romans 9:19b
WHO HAS RESISTED HIS WILL?

Paul asked the question to which we all know the answer, and that answer is NO ONE HAS RESISTED HIS WILL.  Since this is the case why then is the whole world not saved, let Jesus answer:

Mark 4:10-12
 10 And when he was alone, they that were about him with the twelve asked of him the parable. 11 And he said unto them, Unto you it is given to know the mystery of the kingdom of God: but unto them that are without, all these things are done in parables: 12 That seeing they may see, and not perceive; and hearing they may hear, and not understand; lest at any time they should be converted, and their sins should be forgiven them.

Jesus was explaining to the disciples why he spoke in parables.  Verse twelve is indeed a remarkable statement because Jesus says that if he DID NOT SPEAK to the crowd in parables they WOULD TURN AND BE CONVERTED. Consider his statement to the disciples, UNTO YOU IT IS GIVEN TO KNOW THE MYSTERIES OF THE KINGDOM.  This means that it is NOT GIVEN to EVERYONE to know but ONLY to those GOD has CHOSEN.

John 15:16
 16 You did not choose me, but I chose you and appointed you to go and bear fruit–fruit that will last. Then the Father will give you whatever you ask in my name.

Ephesians 1:4
4 For he chose us in him before the creation of the world to be holy and blameless in his sight. In love

2 Thessalonians 2:13
But we ought always to thank God for you, brothers loved by the Lord, because from the beginning GOD CHOSE you to be saved through the sanctifying work of the spirit and belief in the truth 

The thread in all of these verses is that it is GOD who is doing the CHOOSING.  THE CHOICE WAS NOT YOURS.  YOU DID NOT DECIDE TO COME TO HIM.  WE ONLY COME TO GOD IF HE CHOOSES US.  GOD HAS A PLAN and we for the most part CANNOT see it.  God choses those to whom he would give his light at this time, and EVERYONE he chooses comes to him.  

It may be hard to see but GOD has a plan for the sinner as well as the saint.  In fact he says that the sinner was made so that the riches of glory would be shown to you his saints.  It may not make sense but his plan is beautiful.

So going back to our original statement there is a difference between preaching the gospel and winning the world.  God has called us to proclaim the gospel to the world but not for the purposes of winning the world but to claim the FEW HE has chosen out of the world.

MEAT NOT MILK.