Ok, here is what I found after a year or two of using lazy cam.
If lazy cam does not see your holes as .....well, holes. Then it assumes it is a line instead, and therefore will not drill them as such.
I use Corel Draw X-4, and it will not for the life of me, convert holes properly, or arcs as well.
I used another program called "ViaCad" and finally..... Lazy cam drilled my holes using the drill holes command.
I guess the problem is in the conversion from Corel to DXF file. Corel Draw doesn't convert properly.
I used a program called "DXF tools for Corel" and it corrected all the problems in the conversion, but it only works on Corel 12 on Windows XP.
It was I good program and I wish Corel would implement it in their program. Or at the very least, I wish Lazy cam would come up with a fix.
JonnyElectronny