To build a pen, you will need...
The diode (which you have)
A host
a module
a driver
a power supply
Although you HAVE the PS3 sled, I'd suggest getting a PHR-803 or PHR-805 diode. They can burn. or be set to low powers.
As for a PEN host, I'd suggest the Leadlight pens offered by Jayrob here on the forum and CajunLasers.com
AixiZ Modules are pretty much the standard module for using T018 Laser Diodes. They run you about $3.50 plus shipping
The kind of driver you want is dependant on a few factors
What power supply do I want to use?
How much current do I want to send to the diode?
IIRC, the PS3 Sled diodes should be run at 25mA for longevity of the diode. Unfortunately, your power supply is really limited to 2 or more lithium ion batteries. I don't know if any professional manufacturer offers 25mA drivers, thus you should look up on building your own
(Click Here) . But I don't think it will fit into a pen sized host.
Honestly, I think the PS3 diode is not really worth building into a compact host. I would recommend it as a "first project" and put it in a plastic case or something.
But if you're willing to spend about $35 on parts, here's a thread about a laser I built abouta month ago in a pen host...
[Very Pic Heavy] 130mA PHR-805t Black Leadlight Build <click here>