I've done the first thief guild quest, which is pickpocketing the drunk. I've been downstairs and done the lockpicking quest. Rob also gave me another level of pickpocket. But now when I talk to him, he just says something about "having a set of lockpicks, and should be able to open the lock". However, my quest log does not tell me what I need to do. What does he want me to do? At least if I do it I might get the reward, as sometimes heppens.

Worse, nobody will sell me any lockpicks. I have none. None of the thieves have any to sell, Tingalf is long gone, and I am truly stuck. Where can I get some lockpicks, if not from the thief guild? No point in having level 5 lockpick without lock picks. This could pose some pretty serious problems for me.