Booleans can really be a pain in the butt sometimes. Make sure that the original mesh is completely closed (No holes and all the verts welded) also, I find that I have the best results when I perform a boolean on an 'editable mesh.' Collapse the stack down to an editable mesh/poly and make sure there are no modifiers in the stack.
As RUCCUS said, if you are going to use this in a game or for something other than a quick mockup, this is not your best bet. It will make the mesh very sloppy and make faces that are not needed. For something like the pic you posted, a bit of vert/edge modification followed by a face extrude can work wonders. You can also 'extrude' the selected edges by holding shift and dragging the edges back.
There's something in this room that makes you can't speak well.