I think of a dongle as a small thingie that you plug into a port and it just hangs there. Security devices and wireless access points would be prime examples.
I think of an adapter as a small thingie that you plug into a port and then plug some other cable into.
Then again, I've seen pass-through security dongles (so you could put one on a serial port but continue using the port for your printer as well), so that ruins my tidy definitions.