Glad you didn't destroy that HeNe heh. And really, assuming you managed to get the tube out without destroying it,(which is unlikely, considering they're usually glued in when in cylindrical housings) all that you probably would have accomplished is going 'OOo! look at the pretty orange glow!' for maybe two seconds, then probably got against one of the leads poking at it and need to go change shorts.

Most small HeNe's aren't fatally dangerous, at least unless you do something stupid like grab both end of a running tube with both hands or something.. But the experience still is far from pleasant I can assure you. I've only ever gotten 'bitten' by a laser once. And that was in the mid 90's on a small HeNe. Though i've gotten bitten by at least 5 TV's.. (Since, well.. I fix them for a living. And they were off, I had just got careless and forgot to discharge the CRT's). And I have to say. I remember the HeNe being a lot more painful than any of the tv's were heh. Guess it's the lack of current from the TV's. I think the HeNe was running around 2kv@5ma, while the CRT's probably had 30kv on them but virtually no current.
If you really want to know what's going on inside your HeNe, go here and read about it.
link:
Sam's Laser FAQ - Preface, Introduction, What is a Laser?, Safety
THEN get a naked one to play with.

I really think everyone should own at least one gas laser. Diodes are certainly convenient, but they're not nearly as interesting to look at while running with the covers off. You just need to know how they operate so you can be safe about playing with them.
And i'm not even going to comment on the whole aperture/hole thing....