We have successfully fabricated microstructured polymer optical fiber (MPOF) preforms by polymerization method of monomer and thermo-melting-extrusion of PMMA grains in home-made mould. Monomer-based fabrication of MPOF preform offers key advantages over both conventional capillaries stack-draw and drill-machining methods. By varying structure of the mould, it is easy to make different cross-section preforms of speciality fibers with holes of arbitrary shapes and sizes in any desired arrangement. We have also exploited preparation method of MPOF preforms with chemical doping or modification of the polymer itself, and successfully incorporated laser dyes, rhodamines into core of MPOF preform.