This is 2 cool videos that teaches how you can make a laser, DIY style.

This is how you can make a red laser. Replacing the normal mag-lite with a dvd player laser diode will do the job. This video will teach you the steps needed to make a laser.

This is how you can make a blue laser, or blu-ray laser. It is more costly because you will have to bid for a used/broken ps3 to get the blu-ray laser diode. And it can burn stuff, like lighting a matches. Careful with you eyes.