A tension wrench is a flat piece of metal, bent to form an 'L' shape.
A common pick is like a dentist tool, with a hook at the end.
You need both of these tools to pick a lock.
The reason that a lock is able to lock, is because the keyway doesn't turn.
The keyway doesn't turn because there are pins sticking through it, into
the part of the lock that doesn't turn.
(the top of the bit mounted in the door, i mean).
In order to turn the keyhole, the pins need to be lifted to different heights.
(Using the hook pick to lift each pin).
The tension wrench (flat, bent piece of metal) is used to turn the keyhole while
you lift the pins. If you don't turn while lifting pins, the pins will fall down
and the lock will stay locked.
The pins need to be pushed up to different heights, hence the different
cut depths on a key.
http://deviating.net/lockpicking/01.09-setting_pin.html
Here's a picture of a tension wrench, it is on the end at the right and
looks like a seven:
http://www.topsecretmagic.co.uk/lockpicks.html