Hi abby,
I have saves, but my gameplay doesn't follow the walkthrough, so you might be better off persevering until you get it. I do recall this part being a bit fiddly, but it's doable. Did you check MaG's walkthrough? Here's a screenshot of how it should look:
The lock pick first inserted is the one at bottom right, going clockwise.The picture shows yellow at bottom right; red at bottom left, blue at top left and green at top right.
If a pick needs to be removed, right click it and replace with the correct one.