To successfully burn something with a low power laser around 20mW, you would definately need to focus to a point, and would have to be held at a localised point for a while(would not work over a distance of more than 5 cm).Black electrical tape is best for testing with as it has good light absorbtion properties. To make use of burning something using the straight output from a laser itself, you would need a min of 150mW (this would only work with a distance of upto 20cm), higher powers would enable burning over greater distances.
I used to have a 1watt Argon-ion that I could burn the plastic on the top of my washing machine with, distance was about 3 metres from laser to WM. This was great but no way portable as weighed too much and consisted of PSU's, transformers and a connection to 240vac @ 20amps.
Mazz