We consider the basic, thermodynamic properties of an elementary micro-machine operating at colloidal length scales. In particular, we track and analyze the driven stochastic motion of a carefully designed micro-propeller rotating unevenly in an optical tweezers, in water. In this intermediate regime, the second law of macroscopic thermodynamics is satisfied only as an ensemble average, and individual trajectories can be temporarily associated with decreases in entropy. We show that our light driven micro-propeller satisfies an appropriate fluctuation theorem that constrains the probability with which these apparent violations of the second law occur. Implications for the development of more complex micro-machines are discussed.