On an unrelated note, filling out our location is advised, locks vary widly across the world a location can prove useful in getting a more accurate response from members.
Is this the first lock your trying to pick?
if so:
viewtopic.php?t=10715
this thread stickied in the FAQ section has many useful links to guides. Look at the following links i that link:
Beginner's Lockpicking Exercise - by digital_blue (or he prefers it if nrew members refer to him as analog_pink) this link in that thread gives several usefull exercises and links to the MIT guide to lockpicking, MIT can also be found linked to here
viewtopic.php?t=588
the Mit guide contains diagrams, exercises that will prove useful in starting into lockpicking.
If you are new to this as I have reason to believe(Jason13) buy a replacement cylinder, they cn be picked up cheap 10 pounds for an era thiscan easily be repinned removing all butr one pin then adding them back one at a time untill you can pick five pin locks. The first linkgives another great guide by illusion regarding repinning cylinder locks.
Picking locks you relay on isn't regarded as a great idea, you could break a pick in there and put that lock out of action for a while.