I found this out by accident when I tried to use the console to get some gold. Open the console using the tilde key and type in this - without quotes.
"player.additem 0000000a *****" where the stars are just add the number of lockpicks you want. I was trying to get gold and typed in 500000. So now i've got 500,000 lockpicks!!!!! If you want gold just change the "a" for an "f" and you've got gold! I know that some of you won't want to cheat but it's here if you want to.