Your going to have to start over with the driver build. Get a test load from rkcstr, or make one with 4 silicon diodes. Here's a diagram from rog8811 on a test load, and how to test current:
http://www.laserpointerforums.com/forums/YaBB.pl?num=1197651171#1
It is VERY important to test the driver before ever connecting your precious diode.
Also, remember to discharge the cap after testing!
About the driver build...
The round circuit board from the MXDL has the stock resistor soldered in two spots. One of those spots is positive. The other spot is not positive or negative. Just an unused point on the board. You can use your DMM to test continuity from the battery contact point on the board, to the solder point.
* This positive solder point is where your Vin is connected on the LM317.
* The resistor goes between the other two legs of the LM317.
* The positive lead to the LD goes on the outside leg of the LM317.
* The negative lead to the LD goes from the negative point on the board, where you use a small wire to 'pinch' to the aluminum driver mount. (like the stock bare wire was)
* The silicon diode and cap get soldered between your negative and positive leads going to the LD. (check for polarity - there is a positive and a negative on these two components)
Check this picture and notice how the ground is. It is connected to the bare wire that is wrapped around the edge of the board. It gets 'pinched' in the aluminum driver mount.
Here's another picture:
Notice the small piece of electrical tape on the board (under the legs of the LM317), to protect from improper connections between the board and the LM317.
Jay