When I'm picking, I like roll my pick gently back and forth over the binding pin a little to make sure I'm right on the very tip of the pin before I start pushing on it. I tend to use medium tension to find the binding pin, then once I'm right on it I push gently while reducing tension until it moves nice and smooth under the pressure of the pick. Once the pin clicks into place, I increase the tension again to find the next binding pin and continue in the same fashion until it opens.

I find I have better control if there is a noticable amount of friction as I move the pins into place, so I'm not a big fan of feather light tension... but by no means should you use more than absolutely necessary, otherwise you'll damage the pins and put unwanted strain on your pick. Always adjust your tension in relation to the pick, and not the other way around. If you're straining to push a pin into place, decrease tension so it moves easier but keep enough on that you can feel it snag nice and crisp on the shear line.
It takes a lot of practice but you'll get there. Just be patient and concentrate on what the lock is telling you... it's worth it in the end, there's no feeling like pushing that last pin slowly into place and feeling the lock open!

Just out of curiosity, which lock(s) are you working on?