Direct observation of the entropy change in a first-order phase transition is obtained by using a differential scanning calorimeter in which the transition is field-induced under the application of an external magnetic field. This procedure enables direct evaluation of the magnetocaloric effect in materials showing first-order magnetostructural phase transitions. Results for Gd-5(SixGe1-x)(4) giant magnetocaloric alloys are reported. Calorimetric curves sweeping the field through the transition reveal a unusual increase of the entropy change with cycling. This increase is accounted for by considering both the structural and magnetic contributions to the total entropy change.