Throughout the game, you will every so often run into a locked door or safe which you can lock-pick, triggering a mini-game. In the mini-game, there will be anywhere between three to five pins that you must set correctly in order to unlock the door. There is a line that goes through the very center of the lock picking screen, which you must correctly align the pins with. To that end, you must align each pin with sheer the line. To do that, control how much the pin is raised with the , and set it with the .
If you thoroughly explore each area of the game, it's almost impossible not to find ten locks to pick. Be very careful though, especially on any stealth missions, as failing this mini-game will automatically raise the alarm. If you're about to fail, you can usually abort the mini-game and try again without raising an alarm. It doesn't always work, but more often than not, it will.