Do you play on Xbox or PC ? On Xbox you must use your left & right stick to move handle and slider :
the closed lock has a handle (down) which you can pull to left or right direction, but it can be that if you didn't move this handle and only start to move the slider(above the handle) from left to right the lock goes open without breaking the lockpick : a successful lockpicking you've done .
Skyrim has almost the same system, but I prefer the Skyrim system because you've more control over your work while lockpicking (better "fine" finger touche and slow moving the lock). In KoA:R (so far) it doesn't matter how I use the stick of my Xbox controller, the slider goes always even fast so I haven't the time to react if I notice my lockpick is going to break !
So in KoA:R all my lockpicks are fast out of order
! Luckely I can put skill points in Lockpicking to make this easier
If I discover a better way I let you know
Maybe I do something wrong, but yeah, NO manual in the disc and the ingame manual give no info about "how to pick a lock"