Milkshape 3D is a 3D modelling softwarefor. The one I use for creating my models.
Milkshape 3D doesn’t support boolean operations. For many years I’ve been looking for a way do it, and here it is: http://www.chumba.ch/chumbalum-soft//forum/showthread.php?p=132795
It allows Milkshape 3D to perform subtraction, union and intersection of two shapes. I’ve tested it and it works fine.