I think I know where you mean.
If you are at the Centre (Megamart). Go out of the exit not on Salwa Road, turn right. Go up to first set of lights. Carry straight on to next lights and stay in left lane. Go through these lights (on the green !! this is Doha after all) and just after them on your left is the party shop.

Another place you may want to try is Dasman. They have a small selection of tableware and cheap toys.