Just for anyone who prefers a video based solution.
Volume 2, Act 3 -
You will find lock picking and safecracking next to Sonya and are easy enough to do first time.
But, as you see in the video, chip makes it a touch more difficult.. BUT after you fail 3 or 4 times, he dumbs it down to make it easier for you, so dont panic if you go to him and it seems impossible.. Chip just being a dick