dear,
if you need a demat account, the procedure is a little bit different for NRIs. There is a little bit documentation required. ICICI direct doesnt provide online trading to Qatar. I dont know why i've tried many times but its not possible. May be you can try it once. Just try reliance, icici, geojit or motilal oswal.All of them has got web sites and its self explantory. it proves to be good.
ICICI direct the account maintaining chaarges are high.
vinith