Ah lasers. I've built lasers before, but those were infrared, so you coudn't see them. Not half as much fun as these.

The information on the site looks fairly accurate. These are class 3b lasers. Typically, most laser pointers are class 3a. If you get a class 3a laser in the eye, your blink reflex will be enough to save your sight. There's no real danger unless you stare into the beam for a long time. For class 3b, your blink reflex isn't enough. A direct beam in your eye can seriously hurt you, depending on the power of the laser and whether or not it's pulsed. For the ones on this site, it looks as though their most powerful ones are around 125 mW. This will burn things if you hold it on one spot for a significant period of time, but shouldn't be any threat if passes over your skin. You might have trouble importing one of these, depending on what country you live in. You might have to go through a bunch of paperwork that justifies your use of them. I wouldn't recommend using one of these unless everyone nearby was wearing protective laser glasses. The lower power ones though, that are just above 5 mW shouldn't be particularly dangerous.