I too had a match munching Nexus ! It was one of the good ones - the CNI type ;D Sorry, had to feed the fury, you know ! But seriously dude - I really hate to hear when someone says their laser does this with a lense, and that with a lense - if that is why you go the laser, then fabulous ! If you do not expect to have to use a lense to obliterate stuff - Which is what I consider a "normal" laser....Then you should return it. There is not a single laser that I can think of that is 125mw that cannot burn unaided. THAT is a very good indicator that either your divergence, your focal length, or your power is way off. Dump it - get a new one. The only lasers that wicked sells that are NOT supposed to be good burners are the Pulsars - they gotta have the lense...(again - conjecture - just what I have read)
So - up to you, man - another thing is - do not test a laser without using brand smackin new batteries - it's just bad mojo !