Self-assembled bilayer membranes have a remarkable inclination to form closed shells or vesicles. This bilayer-vesicle transition has been shown experimentally and by various kinds of computer simulation techniques. Here we study this transition using coarse-grained molecular dynamics. The advantage of this simulation technique is that it allows for a detailed analysis of the transition, such as changes of the internal energy. Generally it is assumed that the bilayer-vesicle transition is driven by minimization of the edge energy. However, our simulations, which include solvent particles, show an increase in the potential energy of the system during the transition, implicating that the transition is not energy but entropy driven.