iam a frequent ebayer. i get stuffs every week. i dont see buying from ebay as any problem.. its as smooth as ice.. here are the steps...
1) get a CREDIT CARD (not debit card) for ANY bank in Qatar
2) open a new paypal account as buyer (first option out of three) with your genuine email id.
3) Register your credit card on the created paypal accound with the ACTUAL billing address (the same address on with the credit card is applied).
4) Paypal will send a authentication code by debiting $1.99 (refundable on verification) as a step to verify your credit card genuineness and to check if the credit card really belongs to you...
5) check your credit card statement for this autentication code (4 digit code) next to the debited $1.99.
6) input this 4 digit authenticaton code, and then your credit card is authenticated to be used for purchase through paypal..
USE PAYPAL for safer online payment..
7) then you link your paypal account with your ebay account.
8) if you wish to ship the items directly to Qatar, then paypal shipping address (also called confirmed shipping address) is used by default for ebay shipments.

Note: Not many ebay sellers prefer international shipping, as its a risk they run under. also note 99% of postal service dont ship to PO Box address, which is by default our Qatar postal system. so most of them insist on local (US) buyers.

9) so you may approach either Aramex for Shop n Ship service or DHL for Easyshop service (aramex shipping is cheaper)
10) both of the above service provides you with a local (US) address. (aramex gives US and UK address).

Note - the address they provide isnt a PO Box address but a real physical address, so its normal and safe shipping address.

11) Add this local address as your default shipping address (replacing your Qatar address).

12) so all your shipment would be sent to the local address (90% of shipping cost is free if shipped to local address).

13) then the service providers (Aramex or DHL) would forward the items received at your designated box withing their address to your Qatar address swiftly.

14) so then you go to local service provider and collect your ebay item by paying the shipping cost....

As simple as that..... follow these steps and then you will join my club... happy ebaying....

pm if you need any specific help... all the best...