If you're new to collimators you may want to check out this tutorial re
'collimating the collimator', yes, you will need to do this upon receipt - it's standard business for these laser type of laser collimator.
The steps are simple, tighten or loosen the grub screws on the unit. Thanks to AstronomyShed, that guy is a champ:
http://www.youtube.com/watch?v=bE09_X43UUQ