My problem's pretty much up there in the title-- I'm stuck in gadget training and I can't figure out how to equip the EMP grenade to take out the lock. I've gone into inventory, selected the grenade, and backed out again, even tossed away all my concussion grenades, and I can't actually equip and hold the EMP grenade to toss at the door. Could you please tell me how you do that, exactly?

 

I feel like such an idiot for even having to ask this

Just so others don't share in my pain, hit "C." The tutorial window that popped up with the shortcut vanished as I was in the middle of trying to get new grenades... I promise I googled this, and there was a whole big nada I could come up with.