They're both the same thing hamster. 'Extreme unction' was just the posh official name!
Today its referred to as 'the anointing of the sick' because its meant to be a sacrament for praying over anyone who's sick and anointing them with oil (as per the letter of James) - the problem was that because it had always been called 'last rites' or 'extreme unction', it had merely become the church's fond farewell!
As for heaven or purgatory - the official teaching generally is that if the person had unconfessed sins when they died then they go to purgatory. If they had the anointing of the sick, then whether they were awake or unconscious at the time (but incapable of verbally confessing), their sins have been absolved - so they should go to heaven. However this may be complicated by the classification of venal and mortal sins - the former get instantly wiped out but the mortal ones, even though absolved, may still require the penance of purgatory.
Sheesh, how many times does a catholic have to pay for or have their sins paid for?! I can't think why I fell for it for so many years!
emo of the 'if any of my family are reading this I don't want masses offered for me when I die cos my sins are paid for in full' class!