I use an Xacto bladed knife to slice a thin hole thru - then slide my blade thru that hole.....works for me. I had been leavng some lines undone till I tried this.
Also try a mini drill bit. You can pick up a set for around $10 at your local hardware store. Sloan's Woodshop has a table you can use for guidelines on this but I just wing it.
http://www.sloanswoodshop.com/drill_bits.htm
(I like the xacto knife idea, I'll have to try it.)