There are two Kind of Chests, the easy ones are just open.
The other Chests must be open with a series by left/right turns wich is different for different Chests.
There are three possibilitys which can happen:
This sound good --> It means that your are one the right way, but what is the next right turn of your Lockpick? Left or Right?
Try again (dont know the text of the english Version) --> This means that your last klick was wrong, so you have to start the whole sequence again but your picklock is ok.
Picklock brocken (dont know the ... <img src="/ubbthreads/images/graemlins/winkwink.gif" alt="" /> ) --> This means that your last click was wrong and your Picklock is broken. If you have an other Picklock in your Inventory you can start the whole sequence again.
The possibility that your Picklock is brocken by a wrong turn, will be decreased if your Dexterity is increased.
The Number of the needed Left/right turns is different. There are Chest wich you can open with three turns, and then there are Chest wich will need up to twenty turns. So you better use Pen and Paper to write the results down.
If your Dexterity is low and you have less Picklocks then you can save before you open a Chest, notice the right sequence and reload the Game.