A laser diode is a current-driven device which is should not to be driven by a voltage source. Otherwise electrical
overstress may occur to the laser diodes as the operation voltage varies from device to device and additionally depends on the case temperature. Special care has to be taken, when switching the electrical power on and off, as transient currents beyond the maximum ratings can occur damaging the laser diode. To operate laser diodes correctly , a proper electrical driving mechanism has to be employed. A proper laser diode driver must be used to act as an accurate constant current source with good transient protection and very low noise.
For more info on the reason for a constant current driver see this thread.
If you are looking for a host here are some of the more popular host/heatsink kits that will work with these diodes and if you want something that is not listed in those links that I show in my tutorials below shoot me a message and I can point you in the right direction for them.;)