Python - 63 58 110 characters
from sys import argv as s
a,b=int(s[1]), int(s[2])
if a==b:
print 'They are the same!'
else:
print 'Integer A is greater than B.' if (abs(a-b)==a-b) else 'Integer B is greater than A.'
Python - 73 characters
if inputs as arguments is acceptable as 'input', it is only 73 characters:
def c(a,b):
if a==b:
return 'They are the same!'
else:
return 'Integer A is greater than B.' if (abs(a-b)==a-b) else 'Integer B is greater than A.'
if the weak inequality is all we care about, and we don't have to take input, it's shorter (33 characters):
print a if (abs(a-b)==a-b) else b