Yes, that's incorrect path. You shouldn't be creating any directories under /usr/local/Trolltech/Qt-4.x.y on your own. The proper directory is already there. You should place the plugin in
/usr/local/Trolltech/Qt-4.3.3/plugins/sqldrivers/libqsqlpsql.so
I believe invoking "make install" where you built the plugin should've been enough.