temporary axes disappear after converting to sheet metal

I often work with cylindrical sheet metal parts.  These parts are usually laser cut in the flat, then rolled into a cylinder and seam-welded.  In Solidworks 2010 SP 4.0, when I model a cylinder I'm having a problem with temporary axes disappearing after I convert my cylinder to sheet metal.  These temporary axes are (or rather should be) through holes in the cylinder, and I need these axes to later mate parts (usually bolts) to the holes.  Without them, it is not possible to make the bolts concentric with the holes. 

steps:

1.  I start the part as a basic extrusion. 

2.  Then, I put the holes into it. 

3.  Then, I convert to sheet metal. 

Just to be clear, the temporary axes disappear between steps 2 and 3.

I would really like to solve this problem as it has been driving me nuts for ears now!  Thanks for any help as always.

note: I have attached a file showing the "problem". 

If there is no way to display these temporary axes, is there a way for me to somehow add an axis to these holes so that I can easily mate other parts to them?

SolidworksSheet Metal