I also got a module (150mW) that arrived out of focus from Lazerer. Mine (when arrived) seemed not to have any adhesive or bonding on the lens nut so the lens spun freely in both directions.
If you look at the lens nut from the front (of course with the laser off), you should see two small dots on either side.
Point it at the wall and turn the laser on. Use a toothpick to spin this lens nut (with lens inside) counterclockwise (or clockwise) until you achieve a very small dot on the furthest wall you can find at your house.
If you want to lock it in place (once you find the optimum focus [most collimation i.e. smallest dot]), you can drop a tiny bit of glue on the corner of the lens to lock it in place. WARNING: do NOT use superglue (cyanoacrylate) for this. It will permanently "fume" the plastic lens and ruin it.
If you don't have any non-superglue, you can completely remove the lens by unscrewing it all the way and put a tiny bit of Teflon (pipe-thread) tape on the outside threads of the lens nut to make them tighter when screwing it on. Then find your optimum collimation and leave it there.