Are you familiar with sesame picks/decoders ? Are you familiar with how these work, because on some cheap ones, you can actually find out the combo with nothing more than a bright light ?
Well.. actually, I'm going to assume the answers to both the above questions are 'no'

.
Soo.. here it goes.
Each dial, is connected (or part of) to a wheel. These wheels prevent a fence from going into a position where it would allow the lock to open. Each one of those wheels have a gate (usually a cut-off flat spot on the circle). When you line up all those gates, the fence pops into place and the lock opens (as it would in spin dial combination locks). With some locks, you can actually find this gate by looking (with a flashlight preferably) into the holes on the sides of the wheels, if they're big enough. If not, use a shim to try and find this gate (refered to as a sesame decoder as far as I know).