If you aim a cold laser directly in your eye(s) long enough, you could cause some damage. With the power level of a Vetrolaser, you could not do tissue damage if you tried. EDIT: do not do cold laser over a pregnant uterus or a known or suspected cancerous site.
The weaker the laser, the less penetration depth. So a laser pointer (which I believe has to be less than 3mW, the infrared Vetrolaser is 200mW) could work if something was very superficial/shallow in nature or if you were using it to treat acupuncture points. I have a 5mW red laser I use just for this purpose.