One common thing new users want to know is how to make their normal stereo (2 channel) MP3 files play back in surround (5.1 channels or more) sound.
The short answer: Open up the Preferences screen, then go to Plug-ins → Playback and then check one of the DirectSound plugins.
The long answer: QMP is doing exactly what it's supposed to do: you give QMP a stereo sound source (ie an MP3 or CD), and QMP plays it back in stereo. This is true no matter what playback plugin you use.
However most modern soundcards have the ability to take a 2-channel source and pass it through a DSP to virtualize a surround signal out of it. But they only do this for DirectSound streams. By default, QMP uses the Windows WaveOut system for audio playback, rather than DirectSound.
So why doesn't QMP just use DirectSound by default? Simple: sound quality. These soundcard DSPs can have some pleasing effects, but many soundcards use poorly-designed DSPs that wreck sound quality. Users generally don't realize that it's their soundcards that are applying these effects, and mistakenly blame QMP for poor sound. So instead, QMP defaults to using the purer, cleaner Wave Out system.
In theory, a DSP plugin for QMP could perform surround virtualization in the player, rather than at the soundcard level. This would allow surround sound in QMP even using WaveOut. However, no compatible plugin that could do this is known to exist.