^Just use something metal, flat head screwdriver is ok, to short out across the output connections on the driver. It jsut needs a path for the built-up energy to dissipate, and this way it is allowed to dissipate through your screwdriver or piece of wire or whatever instead of your diode. Set your driver current, then remove the batteries, short out the driver to release all energy stored in the driver, and then solder the diode to the driver. Basically, you don't want ANY electrical energy in your driver system, either from batteries or from stored energy in capacitors and such, when you connect the diode to the driver.
Things that kill diodes in general:
- Not shorting out your driver or having the driver energized when you connect the diode.
- The same thing happens if the connection between diode and driver breaks for just a second and then reconnects, like if your solder joint breaks/small crack open the circuit and comes back together. Make good solder joints, leave them, and protect them.
- Static, although the bad ones for this were the PS3 diodes. But static electricity can put 10thousand+ volts into something you touch, so just be aware, but it doesn't seem to be too much of a problem typically.
- Mechanical shock - be gentle, these things are tiny, and have tiny wires that are very loosely attached, and tiny little breakable glass lenses, etc. They break easy, so just be gentle.
- Heat. Heat is bad for these things. They're tiny, so a little heat is a big gain in temperature, and they're fragile. So think ahead of time, and plan your work so that you solder well: getting it done quickly (a second or 2) and getting it right the first time.
The biggest advice, is go SLOW. Slow, deliberate, methodical. THINK about what you're going to do before you do it. What's happening, what's going to happen when you connect those 2 wires, where's the energy at, how you going to ensure there's no static, how you're going to not drop the diode, how you're going to hold it so that you don't burn the crap out of your fingers (that's my biggest one, my poor fingers and the soldering iron, as well as a couple of shirts that fell victim). I think the biggest killer of diodes is impatience. People are too impatient for drivers, so they hook it to batteries. Too impatient to take their time, so they are careless and make mistakes. Everyone makes mistakes, but patience and forethought are the best wayu to avoid them.
In addition to helping give you the best chance for your diode to live, thinking through everything gives you insights into how the science works and what's really happening the the laser and driver, as an added bonus.
If you reconnect the wire while the driver is on the capacitor/regulator will charge up and kill the diode. 
