AFAIK, there isn't a generally accepted explanation. If you want at least some good discussion on this though, it's gone over in some detail in Roger Penrose's 'The emperors new mind'. I would summarise his view but I'd need to refer to the book and have lent it out currently :(
I remember that it is linked to the theory as to why we have no observed white holes in the universe though (and why it's predicted that there will be none).
Well isn't entropy the measure of how much much different states you can have in a system(i.e. the measure of chaos). That is - if I understand the concept correctly(Do I?).
Then it seems logical that at the time of the big bang when the number of particle types and fundamental forces was at its lowest(or so they say) and energy was distributed most evenly in space entropy was also small. And take today(going towards the big crunch can only make it worse) - we probably have as many particles as there are physicists :P
Hmm, thanks for the response workmad3 but I've read The Emperor's New Mind (it's sitting right by my keyboard in fact) and I have not been left with the impression that Penrose even addressed the issue. When you get a chance please do refer to the book for me (with a page number), because there is a decent chance that he does answer the question but I just didn't "get it".
Anyway, I have my own answer, and wouldn't mind feedback. It is clear that the order of a point in dimensionless space is infinite, so entropy = zero at the big bang. I have seen some describe the big bang as not only an expansion of mass and energy, but also of spacial dimensions themselves - this would make it meaningless to ask what was "there" before the big bang occurred. However, if these dimensions persisted during a big crunch then it seems to me that entropy would approach infinity because the backdrop is now continuous and possibly infinite (i.e. the point has many/infinite locales).
In other words, entropy of a point in dimensionless space = zero, while entropy of a point in dimensioned space = infinity (or approaches infinity as the dimension grows, if one wants to reject the continuous nature of space)...