there's no way for you to make the laser you have hotter, without modding it, which will ultimately kill it. There's a few things you could do, sell it and buy one from a reputable company, send it to someone on the forum to check what it's actually putting out, or return it if you still have the receipt and are able to.
240mw should put out more than a sting on your bare skin
try a few experiments to get an idea of what it's actually putting out, popping ballon, smoking leather, cutting electrical tape, and last lighting a match.