Before the 1.32 hotfix, using Lockpick with the magic lockpicks in your inventory would break them; in this case installing the hotfix/patch would place them back into the commander's desk to re-steal. Before the 1.34 patch and a new game, dropping them on the ground would cause them to disappear (containers were ok). If you have Finnigan's lockpicks and regular lockpicks in your inventory, the game will use the regular lockpicks first (at least in games started before installing the 1.34 patch).

They should be a single item (not stacked) with a weight of 3, and a description;
[color:"orange"]Magic Lockpicks
these special lockpicks belong to Finnigan[/color]