A formal definition of the second law of thermodynamics is "In any closed system, a process proceeds in a direction such that the unavailable energy (the entropy) increases." In other words, in any closed system, the amount of disorder always increases with time. Things progress naturally from order to disorder, or from an available energy state to one where energy is more unavailable. A good example: a hot cup of coffee cools off in an insulated room. The total amount energy in the room remains the same (which satisfies the first law of thermodynamics). Energy is not lost, it is simply transferred (in the form of heat) from the hot coffee to the cool air, warming up the air slightly. When the coffee is hot, there is available energy because of the temperature difference between the coffee and the air. As the coffee cools down, the available energy is slowly turned to unavailable energy. At last, when the coffee is room temperature, there is no temperature difference between the coffee and the air, i.e. the energy is all in an unavailable state. The closed system (consisting of the room and the coffee) has suffered what is technically called a "heat death." The system is "dead" because no further work can be done since there is no more available energy. The second law says that the reverse cannot happen! Room temperature coffee will not get hot all by itself, because this would require turning unavailable energy into available energy.

Now consider the entire universe as one giant closed system. Stars are hot, just like the cup of coffee, and are cooling down, losing energy into space. The hot stars in cooler space represent a state of available energy, just like the hot coffee in the room. However, the second law of thermodynamics requires that this available energy is constantly changing to unavailable energy. In another analogy, the entire universe is winding down like a giant wind-up clock, ticking down and losing available energy. Since energy is continually changing from available to unavailable energy, someone had to give it available energy in the beginning! (I.e. someone had to wind up the clock of the universe at the beginning.) Who or what could have produced energy in an available state in the first place? Only someone or something not bound by the second law of thermodynamics. Only the creator of the second law of thermodynamics could violate the second law of thermodynamics, and create energy in a state of availability in the first place.

As time goes forward (assuming things continue as they are), the available energy in the universe will eventually turn into unavailable energy. At this point, the universe will be said to have suffered a heat death, just like the coffee in the room. The present universe, as we know it, cannot last forever. Furthermore, imagine going backwards in time. Since the energy of the universe is constantly changing from a state of availability to one of less availability, the further back in time one goes, the more available the energy of the universe. Using the clock analogy again, the further back in time, the more wound up the clock. Far enough back in time, the clock was completely wound up. The universe therefore cannot be infinitely old. One can only conclude that the universe had a beginning, and that beginning had to have been caused by someone or something operating outside of the known laws of thermodynamics.

Source: http://www.personal.psu.edu/jmc6/second_law.html