Batteries charged? Batteries in the right way? Have you been following a duty cycle (1 min on 1 min off)? Is the output a glow or is it actually lasing? Is the switch being pushed in all the way?
The information you provided was so vague just about anything could be going wrong. After checking the above, the diodes either blown or over heated.
I'm going to be honest, it's a cheap crap laser and you can't really expect much else, check out these websites for good quality pointers, but if you order anything over 5mW you'll need safety glasses for the appropriate wavelength, it won't be suitable for using with your cat and it can and will blind you if not used properly.
o-like.com (cheap good quality)
rayfoss.com (cheap good quality)
dealextreme.com (cheap chinese pointers, not great quality but very cheap)
dragonlasers.com (expensive, superb top of the range quality)
laserglow.com (expensive, superb top of the range quality)
novalasers.com (expensive, superb top of the range quality)
Or look at some custom builds but Daguin, Flaminpyro, Jayrob kits, Ehgemus custom machined aluminum hosts.
Hopefully this helps somewhat.