Here's a quick arch or window, even a nice door opening. Take a poly cylinder, lay it down facing you, choose faces, delete the bottom half of the cylinder. Now choose edges and select all the edges surrounding the hole you have just created, now go to Edit Polygons/Fill Hole. Now you have a face there, do some extrudes and you have a door or window with a rounded top, for a sharper top play with the upper faces a bit. Now use this as a boolean cutout tool. Copy it (World, Copy ) and use that to boolean so you don't lose your initial shape, use this one last as either the filler or the last cutout depending on what you want to do

After you are done you will find that the area where you cutout is screwed up when you texture, but not to worry, when it comes to texturing time, choose Face on the object, then select the faces on the cut area only, then go to Edit Polygons/Texture/Create UV's based on Camera. If you go look at my Wizard's Lab, notice the doorway. In the render next to last the area where the doorway was cutout between the blocks is screwed up though I textured the whole wall with that wall texture. In the last render you will see a bit of a change as I selected those faces and did the UV change for them

Just some quick tips, good luck

Darkon