1. Stick forward to recover from the stall.
2. Power to minimise height lose.
(Simultaneously, but in that order!)
It shouldn't need stating, but power also prevents you stalling again if you try and regain S&L (!!) having stopped the stall.
The difference comes in the nature of the stall warning. Eg, in the approach configuration, the artificial warning tells you you're approaching the stall but not there yet. Therefore, it is acceptable (and taught) to hold the attitude and power out of the warning. Hold the attitude is the student difficult bit; you don't lower the nose as it is assumed that in the approach config, you are close to the ground; and don't let the aircraft pitch up under the effect of power and induce an actual stall.
Interpretations of whereabouts in the stall one is, are usually the root of stall recovery actions.