Shadow,
Was there a heigth gauge included to set the focus length of the lens? Also, you don't need much power to etch glass. Check the focus and set the power to about 30% and start there.
Did you get NewlyDraw software or LaserCut?
Also, what is the scan gap set at?
If you use the search feature in this forum you can find lots of good information about engraving pictures, and information about what is required to get satisfactory results. Search for scan gap and engraving pictures. That might get you on the right path.
Attached is some basic info that has been posted here before.
Skip