Get a cable hole from eBay. I got this one with a three-port USB hub, which is quite handy.
You also need a circle cutter like that to put a hole in your desk. It's best to use a circle cutter 1mm narrower than the cable hole.
Before you drill: Measure carefully in case there is a metal frame beneath your desk (like the one on you see in the picture).
After drilling, you can simply put in the cable hole and you're done.
In case your hole is a little too big: Wrap some tape around cable hole until it fits in the hole.
Don't forget to plug the cables of the integrated USB hub into your compter!!