When installing in-wall speakers, use a drywall saw to cut the hole. A utility knife will make the cleanest cuts in drywall, but a utility knife can be difficult to control by a non-expert. Electric rotary saws make cutting drywall physically easy, but they too can be difficult to control. A simple, inexpensive drywall saw (about $10 at your local hardware store) is the best bet for beginners. The speaker's frame will cover up any rough edges.