Yeah I did it many times. It's a simple process. I recommend using on of the mail forwarding services out there lie DHL or aramex to simplify the shipping process. These companies will establish an US mail address for you and you can use it not only in amazon, but in any US store. Once you ship the goods to the address the company will ship it to Qatar within 3-4 days. It's faster and more reliable.

I hope this was useful.