In the case where a character fails at an attempt to perform a skill, such as lock picking, the character can try again, but for each time he tries a -1 modifier is added to his roll.
Example:
Snikius is 3rd Level at Picking Locks. He is facing a Difficulty Level 2 lock. So he needs to roll a 3 or better. He rolls a 2. Frustrated, he wants to try again. This time he rolls a 3, but now has a -1 Mod. So he fails again. He tries again. Now he has a -2 mod, and rolls a 5. So, 5-2=3. Since he needs a result of 3 or better, this time he gets it and the lock opens. Notice that for Snikius, this means that he can try up to 4 tries. If the lock were more difficult he would have fewer tries. The penalty for trying again can be related to any related time pressure, for example he hears someone coming up the stairs.
Also, when awarding experience for each try give a -1 Experience Gain from total, with the minimum being 1. So if he tries against a lock of DL 4, and tries 3 times, then he only gets 1 Experience Point for that.