nightclub laser

[Ash]

so can i replace the working inside the actual diode

really sorry for all the questions , im a total amateur at this

will i open it up and find out wat Ma power is going to it ?

Well. You can replace the diode that is in the module (the brass cylinder with wires and a lens) you have.
When you open it up, you should have a driver with a laser-diode soldered onto one end and wires attached to the other end.
Similar to (top half) this:

Then get a volt-meter and test the mA going to the blown laser-diode. If you find that the driver is still putting out a stable 100-250mA, then it's fine and you can replace the diode. If you find that the driver is not giving the correct current to the diode, you may need to replace the driver. But, we really can't tell anything without you opening up the module and seeing what is inside.