As andrew pointed out, a diode from a 4X burner is probably not going to be all that bright. But you can still have some fun with it. I would suggest running that diode at around 40 milliamps to start.
Aixiz sells a module that will hold this diode. It has an adjustable lens that will allow you to get a fairly decent beam. They are also very affordable - around $5 or so. I checked their website, but they don't seem to have the modules listed at the moment. I know they sell on E-bay a lot though, so perhaps you can check there. Hopefully someone else will reply here with more information about these modules.
Adam