I do some locksmithing work in my job and own a lock pick similar to this: http://184.108.40.206/images/picks/tpxa-7small.jpg
It works similar to the pen but easier. You insert it into the lock, the "sliding fingers" each press down on one pin around the lock. You basically try to turn the lock while wiggling this thing and each pin is slowly moved into the correct position where it stops moving until all the other pins get lined up too.
Then you turn a locking wheel and it locks the fingers so it now works like a key and can be removed and used again later.
You can even put the pick into a special key cutting machine and make a real key for the lock.