The laser diode won't focus without a lens anyway. That's just how they work; they're not like tube lasers that produce a beam because of their construction. Also that is the correct beam pattern from what I can see, though without a photo it is hard to determine whether it is lasing. Remember that 405nm isn't very bright to the eye, so it may not seem like it is very powerful. Try shining it on office paper or a fluorescent marker/post-it sheet or something to see how bright it really is.