Through All Extrusion Not Working

Doing the Lesson 1 Tutorial on making my first part.  In the topic in which I learn how to use the "through all" extrusion option to drill a small circular hole into a bigger hole.

The problem is, I set it up and everything, yet it looks like it never drilled.  The circle sketch is still there, but no hole.  I tried reversing directions, still nothing.  Any ideas where I went wrong?

SolidworksParts And Features