  We study a class of heat engines including Feynman's ratchet, which exhibits
a directed motion of a particle in nonequilibrium steady states maintained by
two heat baths. We measure heat transfer from each heat bath separately, and
average them using a careful procedure that reveals the nature of the heat
transfer associated with directed steps of the particle. Remarkably we find
that steps are associated with nonvanishing heat transfer even in equilibrium,
and there is a quantitative relation between this ``hidden heat transfer'' and
the directed motion of the particle. This relation is clearly understood in
terms of the ``principle of heat transfer enhancement'', which is expected to
apply to a large class of highly nonequilibrium systems.
