I browsed a few German sites and noticed that some suborders of dolphins and whales are often confused in German language too.
Dolphins are actually a family among the toothed whales (delphinidae). To make things more complicated some whale species (like the Orca family and the melon-headed whale) are also classified as delphinidae, whereas some dolphines are categorised as whales (platanistidae, like the South Asian river dolphin Maciamo mentioned).
Interesting topic, learned a few things. More on the classification
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http://www.iwcoffice.org/Cetacea.htm (English)
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http://www.meeressaeuger.de/nachklassen.htm (German)
Beaked whales (like Longman's mentioned above) belong to the family of ziphiidae, genus Mesoplodon, which actually gives us no further clue if it's an actual whale or a dolphin, lol.