i dont think they're illegal, are they? the british army use them.
The British army uses M16 assault rifles too, but that doesn't mean they're legal for public use, or that you won't have problems importing them.
Knowing someone who was partially blinded in her left eye from someone else's careless (...note - not malicious) use of one of these things, I can't say I particularly approve of them. Why on earth do you need to engrave leather or pop balloons with a laser?
As already mentioned, even a weakly-reflecting surface is sufficient to cause retinal damage in passers by (or yourself), with 35mW+ lasers. 1 or 2mW lasers are more than sufficient for any practical purposes.