Difference between reaction (reflex) and thinking?

If you poke me with hot coals I will jump back in pain. This action is the result of an innate reflex. Afterwards, I would probably start thinking about why you would do such a horrible thing. This is conscious thought. I'm retrieving the event from memory, running through it, analyzing any and all remembered details, then judging the results of this analysis against any information I have which I feel may be related.
If you poke a frog with hot coals he too will jump back because of an innate reflex. But, we are to assume that he will not think about the event as I would, being as the frog possesses no language and cannot run through, analysis, and draw conclusions from his memories. The frog may draw the conclusion to avoid contact with you because of poking him (and in a matter much closer to the reflex which caused him to jump in pain than the process which lead to my conscious thinking) but he would not attempt to create a theory as to why you poked him with hot coals.

So although one may argue that I "chose" to consciously think about the event, draw conclusions, and then create a theory; this decision was influenced by something. What I'm getting at is that my choice to dwell on the event is also a reaction. A reaction not every human may have had but one which was innate in me for whatever reason be it biological or environmental.

So is the difference between thinking and reaction just semantic? Is the difference just so we may better explain which type of reaction a being is having at any given moment? Or is there a greater difference between the two?

Thanks in advance for any and all answers.