» Thu Dec 24, 2009 3:14 am
Open up the skill list (there's a button for it down at lower right-hand corner) and if you click on the lockpick skill, it'll change the color of the mouse reticule to let you know it's been selected. Click that on the door and you'll attempt a lockpick. (Alternately, I think the number 2 is the hotkey for that skill.) F1 brings up the help menu that gives you a list of all the hotkeys in the game.
Later on in the game you'll get access to lockpicks and other items you can use on things - if you hold down the mouse button, it'll open up a context-sensitive menu for the item you're clicking on, and you can select the backpack icon to open up your inventory and decide what you want to use on the object. Alternatively, you can equip the lockpicks (or whatever) and then click on the icon of it in the menu bar, then click on the object you want to use it on.
Hope that helps a bit. It can take a little bit to get used to how the game plays, but I feel it's certainly worth it once you get into it.