They are basically the same. They both have to do with finding replacements for God. Don't go lusting, whoring after other gods. Be satisfied with me. Don't go around always wanting what everybody else has.
Covetousness is idolatry.
Because we put our trust in the stuff of the world. We look to it for our source of satisfaction and contentment. Covetousness is desiring something so much that you lose your contentment in God. It betrays a lack of contentment and satisfaction in things, the heart is divided between two Gods. Getting at the heart of covetousness, loosing your contentment in God so that you start seeking your contentment elsewhere.