Using a DVD diode to create a mag-lite laser
Laser diodes are like LEDs in that the more current you put through them, the hotter they get, and the hotter they get, the more current will go through them, which makes them get hotter... and then fzzt.

So yes, as BarsMonster says, without anything to regulate the current (in the simplest case, a current limiting resistor) the laser diode will die immediately.