I'm guessing you've tried the 'RECTANGULAR ARRAY' feature - and yes this only allows you to pattern on the XY plane.
In my opinion there are two other ways to achieve this ...
1. Start off with a 'SKETCH' of your array, whereby you place a 'POINT' wherever you want a hole to exist. (Turning all your intersection lines to 'REFERENCE' helps here.)
Then navigate to: INSERT > DESIGN FEATURE > HOLE
This then allows you to select all the 'FEATURE POINTS'.
The beauty of this method is that you can have threaded, clearance, countersunk or a whole load of other hole geometries.
Additionally if you want to add or remove holes, you can just go back in and modify the SKETCH. This is ideal if you want to omit one or two holes in the middle of an array.
This is not however so good if you wish to revolve a sketch of a custom hole. To do that ...
2. For this method you must first of all generate your first instance. (i'd suggest with a 'SKETCH' and 'REVOLVE')
Then navigate to: INSERT > ASSOCIATIVE COPY > INSTANCE FEATURE
Next select the "PATTERN FACE" option.
There are two things important here ...
Firstly ou must make sure you select every 'face' of the feature you wish to pattern (apart from the plane your patterning on). If you don't do this correctly you can end up with a non-manifold model (you'll be aware of non-manifold models from I-Deas!!!).
Secondly you must select a vector perpendicular to your patterning plane (ie Pick a datum (or face) your modelling on)
I hope this is useful ... I've certainly enjoyed my first post on here!

Jon