  Quantum correlation, or entanglement, is now believed to be an indispensable
physical resource for certain tasks in quantum information processing, for
which classically correlated states cannot be useful. Besides information
processing, what kind of physical processes can exploit entanglement? In this
paper, we show that there is indeed a more basic relationship between
entanglement and its usefulness in thermodynamics. We derive an inequality
showing that we can extract more work out of a heat bath via entangled systems
than via classically correlated ones. We also analyze the work balance of the
process as a heat engine, in connection with the Second Law of thermodynamics.
