I'm pretty sure that -in both this game and in ToEE, if the chest has a key, you AIN'T picking it, no matter how good your Rogue is. That is very unfortunate, and aggravating, I know--
You may have to go back to an earlier save-- it may seem like you are losing a lot of playtime, but in the Grand, GRAND scheme of this game, a few hours playtime in the early level is really a tiny drop in the bucket.
Good luck
