9v is probably too much for your diode. I'm not too familiar with the playstation diodes, it would be a better idea to buy a PHR diode from either hightechdealz or lazorlabs, or just stick with the playstation one. However, you must know which pin is which, there should be 3 pins, one of them is postive, another negative, and the last case pin (not used).
Secondly your going to need a driver of some sort, I'd recommend the ghostdrive 2, you can get it at lazorlabs, it's really cheap and with it you will need about 6v of battery power.
For your first build, I'd recommend doing it in a box of some sort, not a torch/flashlight.
That way you will get to know how these things work etc. also it will be much easier than trying to cram it into a tiny host.
You'll also need:
Wire (look at flaminpyro's items for sale)
soldering iron and solder
ultrafire batteries or whatever else you prefer, just maybe not the 9v.
Hope I helped
EDIT: just realized the OP is banned. ooops