When soldering in a diode also make sure that you heat the part as minimally as possible. Some such as C-mounts and long OC reds will be destroyed with relatively little dwell time with the iron. The key to soldering these beasties in is HOT and FAST with a tinned part, and a CLEAN tip. I cannot emphasize how important a clean tip really is! A temperature controlled soldering iron is nice, but too low is worse that too hot. You will know what too hot is, because your rosin will burn up and your glob will get crusty almost instantly.
Get yourself a good iron, YES, they are worth the cash! I like weller, and ungar. Get a 15 to 25W, less is too low for all but SMD, more is too much for most electronic jobs. I do not recommend a $6 POS radioshack, of fleamarket special- they die too quick, and often fail with the tip near line potential.
Also get good solder such as kestler 63/37 tin lead eutectic; just look for the 63/37. yeah it's got lead, but sometimes the good old stuff is the best, nothing is stronger and more versitile. Avoid tin antimony solders- too HOT, and don't bond small parts good. Some laser electronics use indium based solders, if you are using lead based solder be sure to remove as much indium solder as possible from the diode etc BEFORE soldering or else you are asking for trouble. It makes a quaternity eutectic that crystallizes and creates a cold solder joint no matter how good you are. The bond is so bad that you can use the mixture as a chip removal aid for SMD repair! You can literally pop the part off with your fingernail- THAT BAD!
Put a blob on the pads of the driver first. Also be sure to solder the side of the LD with the most metal in the circuit first. Make sure that your iron is grounded and that all workpieces are grounded too, as it only takes as little as 7V reverse to kill an expensive laser diode, with the longer the wavelength the easier the kill is, some like the 1.5um IR diodes can die with as little as 2V the wrong way.
Practice on other stuff first, start by using cheap parts from a grab bag box such as the one from the "electric goldmine". You can use cheap blue LED's to mimic violet laser diodes in circuits of low power.