Bioshock Infinite: Burial at Sea - Episode Two -
When you're ready, go to open the door and begin the lock picking mini game. This one is a pain as almost all the pins are red except one blue pin. I landed on the blue one with luck and unfortunately there is no trick to this. Just hit the use button at the right time and you'll be fine. Otherwise, you'll get alarms, and a turret will spring up by the door.