If you open a bank account in Qatar and ask your company to credit your salary in Qatari Riyals, you will not need to carry stash of money in your pockets or in bags. Even if you do, Qatar is a very safe country with a very low crime rate. You will be safe all the time.
Once your account gets credited with your salary, you can work it out with the bank to transfer your money to your country on bank-to-bank basis. Making a transfer through this system usually takes around two working days for your account to get credited in your country.
A second option would be to make transfers through money exchange companies. Western Union is one among the several that operate here. This form of transfer is fast but you will lose cash on the exchange rate side.