Do you have to?

[V4NiLL4KiLL4]

Do you have to drill holes in your tank in order to have a W/D filter?

 

[Plumber]

No.
You can use overflow boxes or build your own overflows.
Try a search for wet/drys and you'll come up with all kinds of helpfull ideas.

 

[FISHandJEEPS]

Do a search for "diy overflow". This site has some pretty good examples on it. This is how i got all the information to make mine and it works great!

 

[CHOMPERS]

Pretty much you asked the same question twice in about an hour. It often takes more time than that to get a reply.

The other thread was asked better and has better answers. It is here:
http://www.monsterfishkeepers.com/forums/showthread.php?t=46646