How to connect a laser diode?
In simplest term no, you dont need to handle it differently

but

Laser diodes are usually much more sensitive than regular LEDs. Due to this you will usually see them driven by circuits with capacitors for voltage filtering/smoothing, signal diodes for polarity protection and some form of current limiting, either via a simple resistor or some other means.

So your diode might work but be aware that it might have a low life expectancy.

Resources:

Laser driver circuit

http://laserpointerforums.com/f42/diy-homemade-laser-diode-driver-26339.html