BOUBOU wrote:That's what I did

I've sand all my pick with some 200 sandpaper and it is smooth. It seems I need to practice more

Welcome to the site and great to hear you are already getting into making your own picks!
You're well on the way if you have already figured out the imprtance of sanding, but it is well worth your time using even finer grades of paper once you're done with the 200grit.
I use 200grit as the final part of shaping the pick & rounding off any sharp edges, after that I will work upwards until at least 800grit, sometimes higher.
There are some here who go as far as using up to 2000grit sandpaper, available at shops that sell car-bodywork products (it is used for polishing paintwork), to achieve a mirror finish. For those seeking the ultimate finish, polishing cloths and polishing compound powder are also useful, but this is starting to verge on overkill.
A pick performs so much better when it is really smooth, it moves more freely in the lock, it gives better feedback and it also causes far less scratching/wear inside the lock.
I'd suggest getting some even finer sandpaper, you will notice the difference.
I know you understand about not picking locks that are in use, but do buy a practice lock - a deadbolt cylinder is cheap to buy, and you can repin it.
This means you can work your way through digital_blue's training exercise - this definately one of the most useful & effective aids when learning this fascinatng art. Check out this link if you haven't seen it already :
http://www.lockpicking101.com/viewtopic.php?t=10677
If you fill in your location on your profile, we can reccommend a good practice lock that will be easy for you to find to start out with, but any cheap deadbolt cylinder will suffice.
...Mark