Soldering is not a black art, anyone can do it with the correct tools and some practice.
You will need:-
Soldering iron, 25watt to 40watt with a fine tip (chisel or point)
Flux cored solder (some use additional flux, I rarely need too)
Pair of fine nosed pliers
Small pair of side cutters
Solder sucker (or desoldering braid)

There is one other piece of equipment you will find invaluable:-
Helping hands

These do exactly what the name suggests, you can clamp a module and a driver in the correct positions, leaving your hands free to solder them together.
The following tutorial is lifted from an article by ElektroFreak on LPF.
http://www.laserpointerforums.com/forums/YaBB.pl?num=1228338567
Rule #1: Soldering takes practice. Don't get too frustrated if your solder joints aren't perfect. They'll get better and better with time, and frustration WILL lead to messed up joints. If the joint doesn't look good, it isn't. Redo it. I know that with laser diodes too much heat can be a bad thing. Your best bet is to solder laser diodes while in a heatsink of some sort (like an Aixiz module or even the original sled heatsink). This will help draw the heat away from the diode. Keep the amount of time that the iron is in contact with the diode as short as possible. I recommend no more than 5 seconds MAXIMUM. Preferrably more like 2-3. If you haven't successfully made the connection after 2-5 sec., be patient and wait for the diode to cool completely, then try again. If you don't like the looks of the connection, use a solder sucker or desoldering braid (more on this later) to undo the joint and remove any excess solder.

Rule #2: ALWAYS tin the tip of your iron with solder before using it. To do this, heat up your iron and once it is hot run a bead of solder around the tip of the iron. When the tip is covered with solder, take a wet sponge (ALWAYS have one handy) and wipe the excess solder off the tip, leaving a shiny surface. This will help keep the iron clean and keep your solder joints strong. Also wipe down the tip after EACH and EVERY connection. In order for a connection to be strong, it needs to be made with a clean iron. Solder also flows better when using a clean iron.
Rule #3: ALWAYS tin the leads and wires that you will be soldering before making the connection. You'll find that if you coat the leads and/or wires with a very thin coat of solder before making the connection you'll be able to make the connection in less time. This is because the solder is already there. All you have to do then is hold the leads/wires together and heat them up. The solder will melt and "voila", you have a perfect connection.
Rule #4: ALWAYS use just the right amount of solder (this gets easier and easier with practice). Using too much will lead to a sloppy joint and possibly a bad connection due to too much flux preventing connection or shorting due to the excess solder bridging between connections. The solder joint should look clean and have a SHINY finish. If the solder joint has a dull silvery finish, it needs to be redone. ALWAYS make sure that you have the right size solder and iron tip. Using a gauge of solder that is too thick will cause you to be sloppy if you're connecting something small. Using a tip that is too big will have the same results. If you're soldering something small, use small solder and a small tip, and vice versa..
Rule #5: If you must undo a connection, ALWAYS use a de-soldering tool like a solder sucker, de-soldering braid (also called wick) or a de-soldering iron. Personally I use a solder sucker, they are cheap and effective. To use, press the plunger down, hold the tip of the sucker just above the joint. Heat the solder with your iron until liquid, remove iron, push tip of sucker into solder and press the button, the piston will go up taking the solder with it.

To use the braid, simply place a small piece between the iron and the joint. When the solder melts, it gets sucked up into the braid so when you lift it off, it leaves a neatly disconnected and de-soldered joint.
As previously stated, soldering takes practice, I hope this leads to better connections, and fewer killed diodes.