It's about
thermal flux (or heat flux) [0] - the rate of heat flow (SI unit: joules per second aka watts) per surface area (SI unit: square meters).
If the Earth's inner core could be duplicated and moved to space so that its apparent size in the sky would equal the Sun's, it would indeed appear to shine just as brightly as our favorite star. However, it would cool and dim very quickly (relatively speaking), all its stored heat being able to freely radiate into the cold space, the ultimate heatsink.
This is because unlike the Sun, the Earth's core has no active energy source to speak of. A part of the heat is generated by the ongoing decay of long-lived radioactive isotopes, but most of it was created billions of years ago as a byproduct of Earth's formation.
So how do Earth's mantle and crust prevent the heat from escaping quickly? Remember the three mechanisms of heat transfer: radiation, conduction, and convection. The core cannot radiate because there's rock in the way. Rock is also a poor conductor of heat. Even though there are convective currents in the mantle, which is malleable and does flow over geological timescales (but is not liquid!) the convection is far too slow to efficiently transfer heat from the core to the surface.
If the core were to suddenly gain a more effective mechanism of generating more heat, it would cause the core temperature to rise. This would, in turn, raise the temperature of the mantle and the crust, until the thermal flux through the surface matched the extra energy created in the core. Similarly, in the core-in-space thought experiment above, the core would cool until the radiated heat was equal to that generated by the radioactive decay.
The attentive reader might have noted that the above implies a relationship between the surface temperature of a body and its radiative heat flux. This is indeed the case: given an idealized black body [1], the Stefan-Boltzmann law [2] states that the total irradiance (radiative heat flux through the whole surface of the body) is proportional to the fourth power of the temperature (in kelvins) and depends on no other variables. Planets, stars, and duplicated planetary cores are not idealized black bodies but can be approximated as such.
That our planet's core is so slow to cool has a few consequences. The convective currents of the liquid outer core generate the planetary magnetic field that protects us from the solar wind and other charged particles. The convection in the mantle, on the other hand, is responsible for volcanism and plate tectonics. Mars, our sister planet in many respects but only one tenth the mass of Earth, lost its youthful warmth much faster. If it ever did have plate tectonics or a global magnetic field, they shut down billions of years ago when the core and mantle cooled.
TLDR: The Sun continuously creates huge amounts of energy that has to go somewhere, the Earth's core a) doesn't and b) is well insulated.
[0] http://en.wikipedia.org/wiki/Heat_flux
[1] http://en.wikipedia.org/wiki/Black_body_radiation
[2] http://en.wikipedia.org/wiki/Stefan%E2%80%93Boltzmann_law