SHP files - Creating an "island"?

I have two polygons, one inside the other.

I can HATCH them using island detection to create a "hole" defined by the inner shape.

BUT I NEED TO DO THE SAME WITH A SHP FILE

I've exported them as a SHP file - this creates two separate polygons.

When I connect to this new SHP file, I want to STYLE them so that the same effect is created.

How do I do this, o mighty CADTutorists?

Is it a question of exporting them in some clever manner that ensures they are always considered one "island thingy", or (as in life) is it a matter of STYLE over substance?

Sorted this, it's all about creating a polygon with an island and THEN exporting to SHP.

Easy, really!