Booleans sometimes freak out where theres an object with many loose parts.
Best way to do it is the following
- put boolean object on a different layer, and all the objects you want modified on a separate layer
- hide the boolean layer and show the object layer
- setup boolean modifier on one of the objects
- press a then a (select all), then ctrl - l, then modifiers
This will copy the modifiers from the active object over all the selected objects.
If the object data is linked, you wont be able to apply the modifier, if you want to apply it, select all the objects, press u - object & data to make all the objects single user