I agree with Z to a point. But Booleans can be a very powerful tool (depending on how you are modeling). I never use nurbs in max. I model in rhino3d (nurbs), export as a mesh to max,maya. The Boolean tools in rhino are far more advanced. In maya to boolean two obj, it depends on which obj you chose first, as what obj will take from another. So try switching witch ojb you have highlighted first, depending on which boolean comand you have selected.
hope this helps