There is no such thing as "cheap" here in Doha. Since you are new here, you are possibly comparing local prices to that prevalent in your home country. If that is so, you will not be able to even eat.
If you find the local prices of football gear too high, suggest you have any of your friends bring from your home country on his way back. A second alternative is to buy online and have it shipped. A third option is to have someone on your family buy then items back home and shipped it through Express Mail Service (EMS) at any of the main post office in your city. QatarPost has a worldwide connection with post offices. Their shipping charges are also very normal. You can collect the package from them once it reaches Doha. It usually takes around a week for the parcel to reach here from the date of shipment. While shipping the parcel, your people must state your local mobile number on the packet.