From wikipedia:
The second law of thermodynamics is an axiom of thermodynamics concerning heat, entropy, and the direction in which thermodynamic processes can occur. For example, the second law implies that heat does not spontaneously flow from a cold material to a hot material, but it allows heat to flow from a hot material to a cold material. Roughly speaking, the second law says that in an isolated system, concentrated energy disperses over time, and consequently less concentrated energy is available to do useful work. Energy dispersal also means that differences in temperature, pressure, and density even out. Again roughly speaking, thermodynamic entropy is a measure of energy dispersal, and so the second law is closely connected with the concept of entropy.