Defeating a DEW AMS is 3 basic components : Rotation, Reflectiveness, Resistance. All weapons built today in terms of rockets and missiles are just thin aluminium tubes packed with explosives and sensitive electronics, stuff that LASERs and pretty much anything lives to destroy. Hardening a weapons system is simple, "Rotation" ; Make the weapon in question spin or otherwise change position within it's trajectory, this ensures that the LASER does not remained focused on one spot on the body of the weapon. "Reflectiveness" ; Some may laugh and think of literal mirrors strapped to rockets, but a reflective or refractive surface does not need to be invinicible to a LASER when it's on a weapon, it simply needs to deflect a high enough percentage of the LASER's energy to ensure that the rocket/missile/etc can hit the target.
Finally, "Resistance" ; this is the largest in scope, from ablative material on the body, photon filters on optic packages to shrinking the payload of the explosives or changing it's composition to resist extreme heat (the concept of C4). When all of these are put together, you should not expect a weapon system that is immune to LASERs, but a weapon system that can survive long enough to reach it's target and destroy it.