From http://gamblis.com/2009/10/03/open-esri-shape-files-in-quantum-gis/
This basic tutorial of Quantum GIS will show how to open or load handle ESRI shapefiles very well.
ESRI Shapefiles support is provided by a library of functions known as the OGR Simple Feature Library http://www.gdal.org/ogr.
A shapefile actually consists of a minimum of three files:
• .shp file containing the feature geometries
• .dbf file containing the attributes in dBase format
• .shx index file
Ideally it comes with another file with a .prj suffix. This describes the projection information for the shapefile. There can be more files belonging to a shapefile dataset.
To load a shapefile, start QGIS and click on the Add a vector layer toolbar button. This same tool can be used to load any of the formats supported by the OGR library. Clicking on the tool other supported data source(KML, GML, XML...). The selection box File of type allows you to preselect some OGR supported file formats. You can also select the Encoding type for the shapefile if desired.
Once loaded, you can zoom around the shapefile using the popup menu.