I'd recommend that you start with QP-nano (http://www.quantum-leaps.com/downloads/qpn-gpl.htm). QP-nano is simpler from the full-version QP in that QP-nano does not require using libraries. You simply add the qep.c (and perhaps qf.c) source file to your project and you point the compiler to include the qep.h and qp_port.h header files.
Please download the self-extracting executable (qpn_4.0.00.exe). Then, run this executable and install QP-nano to C:\qp\qpn\ directory. The standard QP-nano distribution contains the examples directory C:\qp\qpn\examples. The QHsmTst example (located in C:\qp\qpn\examples\80x86\tcpp101\qhsmtst\) demonstrates how to use just the QEP-nano event processor (no framework).
You can build this example with the legacy Turbo C++ 1.01 toolset available for free from Borland (http://dn.codegear.com/article/21751). I recommend that you install Turbo C++ 1.01 in the directory C:\tools\tcpp101\. That way all make scripts and project files will work without changes.
In the next step, you might try the PELICAN crossing example (C:\qp\qpn\examples\80x86\tcpp101\pelican\). Again, this example runs in DOS, so you don't need any special boards or compilers (Turbo C++ 1.01 will do). The PELICAN example uses the QF-nano framework, but still is very simple. The online article "UML Statecharts for $10.99" explains how to design the PELICAN crossing state machine (http://www.ddj.com/cpp/188101799).