If you feel like you are still using your laptop's built-in microphone but the reaction to positioning your mouth at a certain distance to the BM-800 makes obvious that you are recording through the microphone, you are likely already getting close to the best the microphone will be able to produce. Some laptop soundchips have the ability to provide several different "plugin power" levels: in that case you want to set the highest voltage available.
Buying a separate phantom power supply is a waste of money. Instead, get a soundcard with balanced microphone inputs providing phantom power (+48V). The sound quality on those will be better than with your laptop sound input (which just is crappy on its own). You'll also need a proper XLR cable (XLR on both sides) to connect microphone and soundcard.
However, apart from its stylish looks the BM-800 is not all that much better than your built-in laptop microphone (pro hint: any equipment explicitly advertised as "professional" and "studio" isn't what a professional or studio would usually buy), so after getting a good soundcard (which really is indispensible for getting reasonable quality), you'll likely be looking at actually getting a better microphone. Reasonable ones can be had for about $40, reasonably good ones for $200, and there really is not much of a limit to what you can pay.