You talk about the lockpicks themself, right?
Well you need those to be able to use the lockpickskill. If you dont have lockpicks, you cant lockpick at all. I know if you have al ot of them, it can take up weight. Try this then: Drop some of them in a chest or box in a house. You can drop as may as you want by using the crl-key went you put them from one invetory to an other.