batman,
I think he wasnt asking about walmart and guns, so what are this

comments for?
Beside, I wouldnt comment on other countries, their rules and policies if I my self lived in a country like Qatar... Look around you!
Aerocadet,
You can go and rent AC in any other school.
The problem you might face could be the owner of your school as you are on "his" M-1 but spending money for your training in other school.
Most of the schools would like their students to leave the country once their training is done, unless they remain with them as instructor. (remember, they are still responsible for you and if anything happen people will be going back to them)