Entropy is an inability to make decisions. When every option is about the same, there is no longer any need to pick one, thus choices become random and consequently, structure is lost.
Heat death is a theoretical phenomenon that occurs when, owing to a lack of order to decisions, energy distributes itself entirely equally throughout the universe. At that point, there is no longer any need for energy to be transferred at all, and thus the entire machine of the universe runs down, and ceases to be infinite.