but, er, you can 't. <img src="/ubbthreads/images/graemlins/winkwink.gif" alt="" /> though you can drag them outside and through them off the side and when you get out go and lockpick them.
It's the guard barracks, right? Ok, take the chest in your inventory, and go north until you see a cellar hatch - descend. When you're in there you can use lockpicks again. Kiya