You're talking about the "kipkay" mod of putting a diode in a flashlight connected directly to 2 AA batteries. THIS IS NOT A GOOD IDEA. The current supplied by the batteries is not controlled, and this will mess up your diode, costing you money. There is a driver attached to any 5mW diode or module, but this driver cannot be used with the DVD burner diode. In order for the diode to function well and for any amount of time, you need an electrical circuit to regulate the current going into the diode from the batteries. Check the link given above, and a ton of links in this section (Experiments & Modifications). Another one of the easier mods is the Kenom idea of putting a resistor and capacitor to supplement the driver present in an LED flashlight.
You CAN, if you really want to and don't mind wasting money and a perfectly good diode, just solder the connections from the batteries to the diode, but this is never a good idea. The better ideas are contained in this forum, and you can learn how to quickly and easily build several versions of a red burning laser. My first 2 lasers, I built 2 different versions, both based on things I read here, and finished them both in one night quite easily. The information is all here, so good luck and enjoy your laser!