Step 1: Get your stuff
2 6mm red laser diodes from dealextreme? Check.
Rubber duckie? Oh yeah
Step 2: Wire up the lasers
Then you can wrap a bit of electrical tape so you don't short the wire.
Step 4: Pop in the lasers
Step 5: Glue and align
Step 6: Enjoy!
This particular USB laser duck was shipped out as a present in the Instructables Gift Exchange. I look forward to future gift exchanges in the future so I can ship more dubious objects to people I've never met.