How to focus/collimate a beam?

I got a <5mW red diode out of a sonar distance measurement tool. It has a screw on lens, but the lens doesn't get it to a point. I'm not sure if it was ever intended for that purpose.

I pointed the laser straight at a piece of paper a few inches away, without the lens, and the beam looks like a wide bar. You can see this in the first image (the one with the hand in it).

With the lens on, it is smaller and even appears to be a dot at certain angles and very close distances, but it diverges severely. It is hard to see on a wall even a few feet away. It is basically the same shape as without the lens, just smaller. The second picture shows the "dot" from the lens.

I would like to focus the beam to a dot that will stay small at longer distances, so I can point with it. I don't really care if it's super clean. I think it might have been able to focus to a dot when the measuring tool worked, but I'm not sure, so somehow adjusting this lens may be an option. I also have a spare CD player lens, but I have a feeling that it won't help me focus at infinity.

Any suggestions?

Thanks

If you can screw the lens in and out and change the size of the beam, do that until it is a dot while shining it on a wall as far away as you can clearly see. Ideally, you would want to shine it as far as it goes, theoretically infinitely far, and have the dot be the same size there as it is where the beam starts.

A few hours after posting this, I popped the lens out of its aluminum housing, and I was able to position it to focus to a dot. I couldn't do it before because the lens/aluminum cap couldn't screw in all the way. When I was getting it all apart originally, I was a little rough with it and stripped some threads. So I think I'll put together something else to hold the lens in place.

I'm pretty sure there is a driver circuit inside the aluminum housing for the diode, because I can power it with 3V from AA's or AAA's, and 4.5V doesn't kill it. So once I get the lens in place I'm going to put the whole thing in a maglite or something. 100% free so far! (Of course, I could get one like it for $1)

I'm curious, is it typical for a beam to have this shape when it's not focused down, or is there something weird about my diode? I would think that it would emit light in basically a cone, but I don't have anything to compare this to.

Practially all laser diodes have an aperture that's a tiny thin line, so the divergence in one axis is higher than in the other, so this asymmetrical beam is actually typical for laser diodes.