I actually bought one that wasn't pre-drilled; and it wasn't that hard to drill through the aluminum body of the slider using a large drill-bit (and I happened to have the right size too!) I'm very happy with mine; it's a good budget slider.
They just released the DryLin® W1040-B Linear Motion System for Camera Sliders - mini pre-drilled version, ready to go[$114] which comes pre-drilled with a 3/8-16 hole. The WS-10-40 Guide rail is 1,000mm / 1m (or about 1 yard for those still using Imperial units) and has a 1,079lb Static load rating / Assembly weight 2.8lbs
NOTE: I bought the DryLin® W16-A Linear Motion System for Camera Sliders[$159] which has a sturdier rail and carriage which has a 1,888lb Static load rating. Though I doubt my camera ever weighs that much.