I couldn't find too much in the way of definitions on the net, although I found several references and examples. Here is a message that was listed on a newsgroup and I thought I'd print the whole thing to give you an idea of what this means:
Sod's Law as I understand it refers to the certainty that when one makes a
choice of one of two alternatives, one will choose the outcome that was not
desired. Examples of Sod's Law may illustrate this point:
and there are many more I'm sure. ... I hope I may be forgiven my presumption in
attempting to distinguish between Murphy's Law - whatever can go wrong will
go wrong, and as Steve Rennie suggests, with an urgency in inverse
proportion to the time available to rectify it, and Sod's Law.