  We study Langevin dynamics describing nonequilibirum steady states. Employing
the phenomenological framework of steady state thermodynamics constructed by
Oono and Paniconi [Prog. Theor. Phys. Suppl. {\bf130}, 29 (1998)], we find that
the extended form of the second law which they proposed holds for transitions
between steady states and that the Shannon entropy difference is related to the
excess heat produced in an infinitely slow operation. A generalized version of
the Jarzynski work relation plays an important role in our theory.
