Unlike what others are saying:
NO, you absolutely don't "need" a driver to run your laser diode. You just need a battery, a resistor (preferably adjustable), a multimeter for measuring the current, and the diode. Hook them all up in series, turn the resistor down starting with the highest value, and observe the multimeter until you get your desired current.
In fact, I'd say if you can't handle this (you do need some [trivial] calculations for getting a good resistance range), then you shouldn't bother adding money to buy drivers. The LM317 type linear drivers are rather simple and forgiving, a DrLava Flexdrive however needs to be treated just right.
In the end, a laser diode is a diode is a diode, no need to break into a sweat when handling them. (Actually DX sells LED flashlights that don't even have a resistor - but that works only because the voltage drop over the LEDs is just a bit below the voltage of a RCR123 battery; the internal resistance does the current limiting).
What can go wrong if you use just a pot instead of a driver? Simple, you can set the pot to the wrong value (turn resistance down too low = current too high). Exactly the same thing can happen with a driver. With a driver, however, there's a couple of other things that can go wrong (like too high input voltage, operating them under open circuit conditions, connecting them up wrong, output cap charged to too high a voltage).
What will happen with a simple resistor is, as you drain your battery, its output voltage will drop, so will the current and the output power from the laser, unless you monitor this with your multimeter and keep adjusting the resistor. A driver compensates for this drop (within limits) so it's a bit like a "cruise control". The above-mentioned FlexDrive will also transform voltages so you can run a 5V bluray diode off a 3V battery.
Because the current is inversely proportional to the resistance, I recommend using a logarithmic pot; otherwise it may get pretty sensitive in the high-current range.
And oh yes: I have done this. When I got my first LDs and FlexDrivers, the FDs were the most expensive and sensitive parts, so I decided to try the LDs first (I didn't want to kill the FD by connecting it to a broken LD): hook the LD up with a series resistor to a variable lab power supply and the turn up the voltage carefully until I got light...
Many people speak with conviction only because they never dream of questioning the assumptions.
