EyeNixon: I'm pretty sure you already know that the Electronic Lockpick only works on electronic locks, such as those on forcefields or certain elevators. For mechanical locks you need the mechanical lockpicks, such as the Expanded Set.
There are a few ways you can try using them, first off, hold down the left mouse button when hovering the cursor over a door then go to the "backpack" icon and click on the lockpick in your inventory to use it.
You can also try moving the lockpick to your equipped item slot then clicking that and using it on a door.
It should work when you move it to your item slot (where you usually place weaponry), that's how I've always done it.
Yeah well you're right about the electrick (I was kinda desperate:) but still it doesn't give me no response whatsoever to when I try with the expanded set. All of those methods i tried and i see no reason not to work but nada. That is the most fascinating thing i dont know why. Well it wasn't a important door anyway, although i hope it doesn't give me this responese later. Thanks anyway mate. Wish you some mary holidays. :)