Added definition of phase space.

I guess that if you stick your finger into the water it will still get burned, am I wrong?

Only if you're silly enough to stick in your finger at the wrong moment. Stick in your finger at exactly the right moment, and your finger will get colder while the water gets hotter - because you've timed it so that all the molecules next to your finger happen to be moving very slowly.

Of course you will usually have to wait so long for the right moment that all the protons evaporate before you see a chance to stick your finger in. And of course the trick relies on your knowing the exact behavior of the water, so that it has no entropy regardless of its temperature.