Rigid body physics problem even a torus acts like it had no hole in it When i apply rigid body modifier after punching a hole in a cube for inserting a rotatable propeller so that it rotates only when something collides with it.  

But when i run the simulation the propeller shaft pops out of the hole and the cube behaves like it had no hole in it, even after after selecting "mesh" for the shape of physics body.
By default the shape of rigid body collisions is set to 'Convex Hull', if you want the the collision shapes to include holes you need to set the collision shape to 'Mesh':



However like it is indicated in the comments, if you need objects constrained to each other you should use Rigid Body Constraints, otherwise you might not be able to get a smooth simulation without errors.