Diodes are current hungry and as they heat up their internal resistance is lowered causing them to want to draw more current. Don't attempt to connect the diode directly to a fixed voltage source like a battery. You must use a "constant current" power source like a current limiting driver or variable current power supply with the current limited to no more than 300mA or you diode will suffer thermal runaway and die. For more info on the reason for a constant current driver see this thread.
If you are looking for a host here are some of the more popular host/heatsink kits that will work with these diodes and if you want something that is not listed in those links that I show in my tutorials below shoot me a message and I can point you in the right direction for them.;)
Here is one of my favorite hosts. The Sirius 1-C