Try the ministry (at the top of the main square). Look on the upper levels for a female trainer, she can train you to level 7.
EDIT - If you're already level 6, then you've already found the trainer - d'oh... So are you saying you can't pay for level 7 training? Lockpick is either capped at level 5 or level 7 in FoV, at least in the PC version.
Last edited by Trippy; 06/05/11 07:08 PM.