First you need to extract the information of your gps to gpx format. Usually I do it by using Easy GPS the free version of ExpertGPS. Once you have the gpx file you can load it in to Qgis using GPS tools (vector/gps/gpstools).Qgis will open the gpx file and will separate waypoints tracks and routes. Then

a)rightclick on the waypoints and choose save as.

b)select shp as the format

c)You can use EPSG4326 coordinate system or change it to your needs

d)Click ok

That will do it

First you need to extract the information of your gps to gpx format. Usually I do it by using Easy GPS the free version of ExpertGPS. Once you have the gpx file you can load it in to Qgis using GPS tools (vector/gps/gpstools).Qgis will open the gpx file and will separate waypoints tracks and routes. Then

a)rightclick on the waypoints and choose save as.

b)select shp as the format

c)You can use EPSG4326 coordinate system or change it to your needs

d)Click ok

That will do it

ps these two videos explain what you want to do.

https://www.youtube.com/watch?v=DTgiOR9ww-0&list=UU1y4B3I9pBvvalGdKy4foJg

https://www.youtube.com/watch?v=j9dlLIB1xbw&list=UU1y4B3I9pBvvalGdKy4foJg

Bear in mind that they are in spanish and I made it with an etrex GPS, easy gps and Qgis 1.7. Nevertheless the process remains the same.