I though that entropy always increases, I learned this from my thermodynamics class. So, if entropy always increases, then why won't matter spontaneously turn into energy?
First: no one knows exactly what entropy is, any more than we know what mass or time or space really is. Matter is bound together by nuclear (strong and weak) and electromagnetic forces...I don't think anyone knows why theses forces are as they are. As far as I know the lifetime of matter is unknown but longer than that of the universe. One theory is that these forces (and likely gravity) were all "unified" (as a single force) at the origin of the universe and via spontaneous symmetry breaking ended up as apparently distinct forces we observe today.
So the simple answer is that forces holding matter together holds them for a loooooong time...in other words, the binding forces don't seem to decay except for the weak (radioactive) force...but that's not necessarily the most interesting feature underlying your question!
I do have a crude understanding of current thinking about why matter forms in the first place:
Entropy usually increases, but not ALWAYS. It a statistical phenomena not an absolute rule without exception. As far as we know time never runs in reverse, but entropy can reverse locally (decrease) for extended periods. Entropy as often taught in introductory undergraduate classes does not discuss gravitational relationships with entropy and that changes EVERYTHING.
Here is how Brian Greene in FABRIC OF THE COSMOS describes gravity and entropy(Chapter 6):
The overwhelming drive towards disorder (increasing entropy) does not mean that orderly structures like stars and planets...can't form. When gravity matters clumpiness...not uniformity... is the norm...for an initially diffuse gas cloud...the entropy decrease through the formation of orderly clumps is more than compensated by the heat generated as the gas compresses,and, ultimately by the enormous amount of heat and light released when nuclear processes begin to take place.
So except basically for hydrogen and helium, stars form most elements around us...you are made from the stars! and those process "violate" commonly understood entropy increase rules for long periods.
and regarding black holes:
When gravity flexes its muscles to the limit it becomes the most efficient generator of entropy in the know universe
(gravity causes black holes;black holes have maximal entropy.) (Stephen Hawking and Jacob Beckenstein are famous for their work on black holes,entropy and associated information theory.)
A generally interesting and broad based discussion of entropy and the universe can be found at
http://en.wikipedia.org/wiki/Entropy#Entropy_and_cosmology
The role of entropy in cosmology remains a controversial subject. Recent work has cast extensive doubt on the heat death hypothesis and the applicability of any simple thermodynamic model to the universe in general. Although entropy does increase in the model of an expanding universe, the maximum possible entropy rises much more rapidly - thus entropy density is decreasing with time.
You could easily spend a lifetime studying energy,entropy...and information. Entropy can be viewed as a subset of information theory! (Bet that wasn't mentioned either!)
Except for time, my own view is that entropy is likely one of the least understood scientific subjects by most people...and maybe physicsts as well.