Okay, so after some comments said it needed a heatsink, I added one and I even added a fan.
The diode turned on for maybe 3 seconds, but it turned dark after, I even cranked the current control down by a lot which should reduce the heat too.
(Sorry for the terrible image quality)
Recently I bought a new NDG7475 laser diode off of eBay along with a 1.8A SXD Super X-Drive Laser Driver M140 driver.
Once hooked up, the diode doesn't turn on, some times it does but the output is dim and goes out pretty fast. I returned the driver and bought a new one, which did a similar...