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[Doubler]

The same way as with all skills: Either train yourself or pay for training. Of course you can also try fortifying your skill...
And you can use a couple of tricks. Try to make all people in the room face away from you, for example, as it will make stealing a lot easier!
Good luck k:

[DonCorleone]

I´ll check this out again. Hope it will stick me to the game again...

Thanks for your help..

[himself]

You don't actualy need to to steal the key! You have to boost that guy's disposition a little and then talk to him about it and give him some money when he asks you!