cant help you with opening this up, sorry. perhaps pressed, perhaps screwed, possibly glued. without knowing what you do, you will easily damage the host, at least..
I would be careful with a regular (stabilized and limited) powersupply. if there are spikes, which you wont easily notice, it will fry your diode. at least try a cheap diode first, get a dvd drive (not necessarily a burner), extract the red diode, see if you can drive it with the powersupply.
of course you can also use a lm317 driver, at least for testing. it just needs a much higher voltage, at least two cells, maybe three (dont remember, never used this one). much info about this:
http://laserpointerforums.com/f42/diy-homemade-laser-diode-driver-26339.html
when you found your laser to work with the lm317 driver, you can as well fine-tune it to your desired output, note the current, and replace the driver with the amc7135 ones so you only need one single battery. more batteries wouldnt help, actually. so if you *want* more than one battery, tell us!
if you want to use the AMC7135, better order now, it takes up to 2 weeks for dealextreme to deliver to your door..
manuel