[rowe]

Are you using 3ds max 7? If so, there should be an option called bridge (by the extrude) on the editable poly options rollout. I tend to avoid booleans for making shapes because the are imprecise. How I would go about making your I beam would be to use the cylinder to cut -> refine the box (in the boolean options) instead of subtracting from it. Then I would convert the whole thing into a editable poly and use the bridge option to make the holes. If the cylinder doesn't come out smooth, use a polyselect modifier to select the polys in the cylinder and the smooth modifier smooth them out. Hope that helps