Thieves Guild is a singleplayer mod, which was loosely inspired by Thief: The Dark Project, a game that was originally developed by Looking Glass Studios. In order to play this mod you will need to have Rune, which was developed by Human Head Studios.
This training video shows the thief opening up a "level one lock" with a bronze picklock and next the thief opens up a "level two lock" with a silver picklock.
As you can see that lock picking is a fairly simple and straightforward process. It just takes some concentration and practice. Opening up a lock should be challenging but not annoying.