In order to do boolean operations on STL files, you have to convert your other object into a Mesh, as STL files are imported as meshes, not as NURBS surfaces/solids.

So, in order to do this, take your created cube, go to the upper menu and go to the MESH tab, and choose MESH->From NURBS object. then select your box/cube.
Now you have a cube mesh.

Now you can do Mesh Boolean Operations such as Union/Intersection/Difference, by going to the MESH tab and selecting MESH Boolean.

That should take care of it.