Bobhaha;First off, hello and welcome to the forum!
Second of all I'm assuming you tried to build this laser before coming here to LPF. So here is the grand tour! There are sections called the FAQ, stickies and tutorials, I reccomend you read them.
A laser diode is a fragile electronic component, it requires a constant current value. If you know the basics of electronics, a contant current circuit is needed to provide the laser diode with the correct amount of current, we call these devices Drivers!! You will need a new Laser diode and will also be needing a driver. There are three main drivers, Flexdrive V5, Rkcstr driver and the LM317 driver... use the search button for more info!
As for the laser diode, yes you will need to remove the ribbon cable, PCB board and plastic board from the pins of the diode. You can see a tutorial on how to remove these components using the blob method....use the search button for more info! Putting 9v as you did will blow up any diode! You need to regulate the amount of current drawn, in this case you will be needing around 100ma for a PHR diode.
After you have worked this out, you will then need a "case", the most commonly used "case" is an aixis module.... once again use search button for more info!
If you need any more help, please let me know!! -Adrian