Can't insert screw by using boolean difference

I have created 3d screw model(.stl) on rhino and import them to insert into bone file(.stl).And I have the problem while I use boolean difference, the screw should be disappear and have hole in bone but it’s not! I try to use boolean union or join the component of screw but it’s failed. Help me pleaseee
Thank you very much

What command did you use?

Objects in .stl format are meshes. BooleanDifference etc only work with NURBS objects. Try MeshBooleanDifference.

I click on Mesh>Mesh boolean>difference
Is it because how I save screw file? I created screw and Export select > binary

Another corporate version of Rhino out there.—-Mark