Raising Lockpicking: Lockpicking is a difficulty based skill. Use a lockpick on an appropriate difficult chest for a chance to gain skill.
0-30: Train from an NPC (tinkers)
30-50: Use a 30/30 player created locked box (create a new character with 30 tinker/30 carpentry)
50-76: Use a 50/50 player created locked box (create a new character with 50 tinker/50 carpentry)
76-82: From Pirul - Use a 70/70 player created locked box
OR raise Detect Hidden 12 points, use a GM box for 2.4 points of Lockpicking, and then drop the Detect Hidden
82-95: Use a 100/100 player created locked box (maybe ask on IRC...)
95-GM: Level 4 Dungeon Chests
Gideon's Advice: You can often find a player to purchase 1000 or so lockpicks from if they made them while training tinkering. Ask on IRC or the forums.