Manbona is right in a way, and DaRude has it spot on....it's expensive to set up here, but worth it if you can get the finance, or more importantly the right partner. Let alone the 200,000QR you need to deposit in your companies bank account, there's the cost of setting up etc.
Qatar is not easy for small business, but if you have an amazing idea, it's worth trying to find a local partner you trust, as they may do the heavy lifting for you.
Good luck, and don't give up.