Well that's a bit difficult to say.. I've got a similar "200"mW pen from DealExtreme and I find it very difficult to light matches. It's only possible after focusing the beam with a magnifying glass and after several seconds of steady lighting.
I think a lot of the burning capabilty from this laser comes from the "sweet spot" like styropyro mentioned and since my DX pen doesn't have such a spot, it reduces the effective burning power. It does pop balloons and burn dark materials pretty easy though. Whether styropyro just got lucky with the sweet spot or whether it's a specific DealPerfect thing I don't know...
Did you read the review? Styropyro said that the laser is underpowered and the actual power is closer to 100mW. I think that's why he called it the "100mW" version in the video.
BTW, I also received this laser last week and found it to be underpowered compared to the 200mW pen from DealExtreme that I already owned. It did have the "sweetspot" that Styro mentioned, but as a result the laser also has terrible divergence, which is really noticable at longer distances. Also, the side button from the DP laser feels a lot looser and wobblier compared to the one from DX and you have to press it quite hard to get the laser to work. I may just have gotten a bad laser and others may perform better, but in my experience I'm definately more satisfied with the one from DealExtreme.
Oh, some lasers do have it. I suppose its a design choice really - configure the optics to give a sweet spot at some particular distance, or go for a diverging beam.
If it is not glued stuck, you can alter it by moving the final lens inwards to yield a divergent beam without a waist.