You have to select the specific item you want to take, then click pickpocket so that you can roll to take that item.
Oh thanks! They should make it more obvious. Anyway, I took the Hunt the devil quest from paladin Anders, then I tryed to steal his sword, he noticed that, attacked me and I had to fight him and all his companions. Then I just took the Sword of Justice from his dead body and helped Karlach. Ha!
