Instructions
Bring your party to a locked door and click on the thief to assume control of him. You can check to see if a character is a thief or not by pressing the R key. This will bring up the character's record and show you type of character he is.
Click on the icon that looks like a phantom mask at the bottom of the screen. This will enable your thief's lock-picking and trap-disarming ability. You can also do this by pressing the F5 key, which serves as a shortcut.
Click on the locked door. Your thief will automatically walk over to the locked door and both unlock and open it.