Women in Qatar don't need an exit permit, but certainly need a passport. If your husband has taken it from you, you have no other choice other than make a complain at the police station regarding your current situation.

B/w... before you take any steps, why don't you rethink about the whole situation. I mean, sit down with ur husband and talk about the matter and how you feel about urself out here in Qatar. If he still doesn't agree with you and is keeping you against your will, the only other choice is to lodge a complain against him. I am sorry to have said this, but everyone needs their freedom, no one is bounded by chains anymore...

Don't you have any relatives out here with whom you can speak with?