How do I dig through a model?

How do I dig into an object? Im trying to make an L86 and this is what I need:
http://zip.4chan.org/k/src/1249769246861.jpg

Just make your shapes and manually create the faces between them and the big shape. Yeah, you’re probably looking for something fancier, but model shape, connect doesn’t take as much time as model shape, boolean, fix gigantic mess.