The Third Law of Thermodynamics addresses the concept of entropy.
Entropy is the property of nature which is a measurement of the degree of randomness, or disorder, a system has. Entropy is best done as a statistical calculation, however some basic deductions can be made without using mathematics.
According to the Third Law, the universe itself, and any closed system, will naturally tend toward becoming more disordered. That is, the particles that make up any closed system will become "more mixed up", or more randomly arranged over time if the system is left on its own. The only way to prevent this natural randomization is to add energy to the system and force the particles to become or remain organized. A simple example would be a child's bedroom: left to itself the room will naturally become messy, disorganized, and cluttered; the only way to return it to neatness is to do work by cleaning it up. A messy room is a natural consequence of the Third Law (however, I do not advocate trying this excuse on your mother).
A perfectly organized system like a perfect crystal at zero Kelvin will have an entropy of zero. As the system becomes more randomized, the entropy will increase. One direct application of this occurs when a substance changes phase from a solid to a liquid or gas. The particles in liquids and gases have more degrees of freedom (can move in multiple dimensions more easily) than a solid and are thus more random. Therefore, changing phase from solid (low entropy) to a liquid (higher entropy) or a gas (highest entropy) results in an increase in entropy.
Similarly, dissolving one substance into another is an example of increasing entropy. Two separate materials are more organized than if they are intermixed. Therefore if you can get one material to dissolve into another material you will increase its entropy.
Pentane is an organic, non-polar molecule. Non-polar molecules will not dissolve in water. If you mix pentane with water it will not dissolve and eventually the heterogeneous mixture will separate into its original two components.
Therefore, mixing pentane in water will not increase the overall entropy of the pentane.