Did you read all of the FAQs?
Never plug a laser diode directly to a battery. You will kill it. (THe diode)
You need a laser driver that will limit the ammount of current that goes to the diode.
We would need lots more info in order to help you properly. What kind of driver? LM317? What current was the driver set to? What batteries are you using?
Did you use a pot or not?
The pot really is needed. It controls the amount of current supplied to your diode. To much current=dead diode.
This is actually a good video.
This is what you made...am I right?
You Killed your diode from to much current. It's a noob mistake. It happens to all of us. Buy/find another diode and give it a try again, except next time set the current to the proper levels first.