A friend of mine has
"Stealing the Show" by James Freedman. It's pretty good and tells you everything you need to know really. It is pricy though (my friend got it cheap in a deal).
He teaches it fairly clearly, and even if you don't think it's for you, James is still very entertaining. I haven't personally practiced or tried any of the techniques, so I can't say how easy/hard it is but I will say that James looks very tallented in the field indeed, i.e. it doesn't look easy! Pick pocketing is something you have to practice loads at, it's not just a 'magic' technique that you can start at straight away.
I personally am staying away from pick pocketing as I'm too chicken to try it
