This might be easy but apparently I haven't thought about long enough: Suppose a collection of particles with significant thermal energy are vibrating such that they emit electromagnetic radiation. Because of this, they cool down. Cooling means that their entropy decreases (classical entropy). But, you might say, the photons are scattered randomly, which represents an increase in entropy. I point out that this collection of particles (a metal ball i.e.) is at the focal point of a polished parabolic mirror. The E&M waves are reflected parallel, and can be collected and used to do work (create a current in a wire, charge a capacitor, whatever). Apparently this is a heat engine with no cold reservoir. Whats the problem here? I haven't been able to figure it out.