A ballast resistor is necessary to run a bare laser tube. (Lasers that are in a metal head will have one built in.)
It must be placed in series with the anode lead within 3″ of the tube.

Dale NS-5-69, 20K ohm,  5 Watt, non-inductive wire wound ballast resistor.
Recommended for HeNe laser tubes that operate up to 15.8mA.