Making round holes in a cube

Alright, I got a cube, a long and a straight one. I would like to make few round holes in it. How can I achieve it the best way? Boolean difference I thought first. I tried it but i could only make one hole using a tube. Second hole already said that the meshes should be closed. Thank you for your help.

delete one side of the cube
add a circle [or several] aligned with this one side

select the circles and the part where you deleted the face from, and hit shift+f to fill the region

this doesn’t work with subsurfacing [you’d need to work with it a lot, it’d be easier to extrude the face to make a hole that way]

The hole should go all the way through the cube so you could watch through it.

When you have got a plane that has a hole, you can extrude it (with e key) to form a cube. (note: all verts of that plane need to be selected before extruding)

It does fill the circles.
http://img506.imageshack.us/my.php?image=mhmhjpeg6yt.jpg

You need to select all the verts before hitting shift-f. If you selected only the circles, it would fill only the circles as in the picture.

How about this method?

http://img528.imageshack.us/img528/8765/holeincube4gw.jpg

The .blend can be found here. Thanks to sh33p for the hosting.