This paper reviews a new theory for non-equilibrium statistical mechanics. This gives the non-equilibrium analogue of the Boltzmann probability distribution, and the generalization of entropy to dynamic states. It is shown that this so-called second entropy is maximized in the steady state, in contrast to the rate of production of the conventional entropy, which is not an extremum. The relationships of the new theory to Onsager's regression hypothesis, Prigogine's minimal entropy production theorem, the Langevin equation, the formula of Green and Kubo, the Kawasaki distribution, and the non-equilibrium fluctuation and work theorems, are discussed. The theory is worked through in full detail for the case of steady heat flow down an imposed temperature gradient. A Monte Carlo algorithm based upon the steady state probability density is summarized, and results for the thermal conductivity of a Lennard-Jones fluid are shown to be in agreement with known values. Also discussed is the generalization to non-equilibrium mechanical work, and to non-equilibrium quantum statistical mechanics. As examples of the new theory two general applications are briefly explored: a non-equilibrium version of the second law of thermodynamics, and the origin and evolution of life.