Hi Yaakov,
It is very important to set the gluing plane correctly. To do this, when createing a component, there is an option to set the axes. When it's a "glue-to" component, there won't be a z axis for it (just a blue cross) but setting the red and then green axes correctly on the plane you want to cut the opening is essential.
As a quick workaround to make life easier, I usually start making my glue-to/cut-hole components on a single, vertical plane (using it as a drawing board) and in this case the gluing plane tends to be created on this plane and I don't have to manually set it.