Locked Door Fix

I unscrewed the door lock button from a rear door and heard this terrible noise... the clinking of something falling down into the door. Now it seems obvious that the threaded rod that initiates the lock/unlock mechanism has fallen into the door. The problem is the door is locked and I am unsure as to how to get the door panel off to fix this. Can the lock be picked by a rookie or am I going to have to get a locksmith to open it? Why would it fall into the door unless it is not attached? Any ideas would be appreciated.