This is for reference purposes for those who get the error:
# qmailctl start
qmail-send supervise not running
qmail-smtpd supervise not running
Though the solution for me was simple, it took quite a while to track down.
The problem was during my install of daemontools, I did not want to restart my server (don't like resetting my uptime :-p ), even though the instructions said I should. This caused the problem that 'svscanboot' was not running, though it would have been started after a reboot. Well, I saved my uptime and solved the problem with one simple command:
# svscanboot &
Now when I start and stop qmail I get:
# qmailctl start
Starting qmail
# qmailctl stop
Stopping qmail...
qmail-smtpd
qmail-send