You will get it from one of the shrines.
I only can help you this much because I am not sure which one.
On the shrines, you should do a favor for the daedra god and then you will receive the prize. One of this shrine's prizes is the skeleton key.
Alternatively you can join the thieves’ guild or the dark brotherhood and buy and keep many keys.
I don't know about the sound trick but what I do is looking at the speed of the dropping of the lock. The lock picking is dependent on your skill and your character's security skill.
The most important hint of all and the best advice I can give to a fellow gamer regarding oblivion is this:
Do not go to forums searching for answers and try discovering the game at your pace. Only go to forums if you are really stuck somewhere or if you have played the game for tens/hundreds of hours. You would have enjoyed the game more if you didn’t even know about the skeleton key. Imagine the joy of finding it. ( I found it when my security skill was over a hundred). That is my 2 cents anyway.