When you are doing missionary, you insert your finger into her bum and can feel both your penis and the finger against each other to find the sweet-spot, like a lockpick.
The act of having sex with a chick and either her or you sticking 2 fingers inside her vagina at the same time as his dick; hence, it is like picking a lock.
The "Lockpick" is the act of putting glue on the penis and inserting it in a womens vagina. You wait 5 minutes then try your best to just yank it out as hard as you can often ending in blood, or severe cock and vagina irritation.