I normally make non-plated holes by setting the Pad to:
Layer: Multilayer
Hole size: [nominal]
Soldermask expansion: 3 mil
Soldermask expansion from hole edge: checked
Plated: not checked
Pad stack: simple
Pad size, X/Y: 0 mils
I guess you want to expose copper near the hole? Then use plated or non-plated, but set the pad X/Y dimensions as desired, and soldermask with respect to pad.
Tim