i got this checklist for creating booleans a few weeks ago and its helped me out alot so hopefully you can make some use from it. i have no idea why he says to press enter after selecting the geometry either. it would be good to know why he does that!
all the best
make sure no unmerged verts, edges, faces
it helps if the objects are closed
make sure normals are all facing out - turn on backface culling to see (Jesse, this was the problem with your file.)
keep things on a "reasonable" scale within the home grid - close to the origin
try lowering the global tolerances in preferences
if you don't need faces lying on top of each other - don't. ie: if you want to cut out the corner of a cube with another cube - make the second one extend above and below the first to get a nice clean cut.
if it still doesn't work and you can get away with it - move the objects relative to each other a little bit and try again, just a tiny bit to maybe help the solver figure things out.