If the U lock is one of the older variety with a cylindrical key, you're in luck.
Since about 2000, it's been well known that you can pick it with a ball point
pen barrel. (Biro)

After I found this out, I was able to open my motorcycle disc lock in about
15 seconds.

http://www.wired.com/culture/lifesty.../2004/09/64987


If you have one of the new & improved U locks, dig around for the paperwork
from when you bought it. If you can come up with the lock's serial number or
a key number, Kryptonite will get you a replacement key, no problem (but not
no cost...)