Well, I happen to know a small bit about this, as I just happen to be a locksmith
I suppose its convinient to know how, although I have run into very few situations where its a matter of life or death (survival situation). I have personally been called by the fire/police departments, mainly to open cars (not as easy as the movies make it look). When they called, it was usually to see if I was close, as they would have a baby locked in a car on a hot day with no AC. Sometimes the situation is such, that breaking a window could be harmful to the babys eyes. (Note: if this happens, and there is not a locksmith close, break the window). Picking of locks is a different story. There is of course skill involved, but also a bit of luck. Some locks can be picked very fast, and sometimes, the same lock can take a few minutes, no rhyme or reason, it just happens that way. In a survival situation, such as a medical emergency, if you happen to be there, and can pick the lock in 30 seconds, fine. If life is in danger, and you cant pick it fast, either kick the door in or go through a window.
As for the guy who posted that his house/car key works other locks, if you understand how all the different locks actually work, you will realize its not all that uncommon.
Also, keep in mind, that in many places, if you are caught with picks, you better be able to prove that you are a locksmith, or have darn good reason to have them. As I understand it, they can possibly be called burglars tools.
Oops, looks like I started to ramble, better stop now
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Richard
icq 61363141
Just some knife pictures
http://albums.photopoint.com/j/AlbumIndex?u=110070&a=4518795
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