Turn the lens so you get the smallest possible dot at the furthest distance possible.
And, to (possibly) fix your lens-out-of focus "quickly" problem, use a little pipe-thread (teflon) tape on the threads for a tighter fit so you can't knock it out of focus.
Ah. I tried doing that, but at long distances the dot is very, VERY large. And the beam distribution is not very Gaussian, it looks alot like the picture of the 445 laser through the 405 lens, the picture is in a thread entitled something like 405-G-1 vs 445 AixiZ (I can't find it!)
Also, great idea on the plumbing tape, I'll do that.
EDIT: Found it! Looks like this
http://www.sonic.net/~jayrob/445 lens 1.jpg
But with a circular dot in the middle, the left and right scattering is similar to that photo.
Taken from http://laserpointerforums.com/f65/445nm-a130-lens-comparisons-51456.html, posted by jayrob
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