Originally Posted by Raze

...Did you try attacking locked containers? In DD you could smash open locked barrels or vases with a melee attack (though not chests). That was no longer the case in BD, but they may have brought it back.
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this doesn't work any longer in d2:ed. not all containers can be opened by lockpicking. sometimes you have to find a key, a password or solve a quest related to the container.

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Isn't that described in the manual?
yes, it is. the manual has ~66 pages and is full of usefull information.

@allenstergess
after you've reached a new lvl, press k and you'll see the skilltree, choose the lockpicking skill and press the arrow on the right side to raise this skill.

to track your quest, press L on your keyboard.