Angelo Balanta and Akos Buzsaky scored to give Rangers a much-needed victory and leave Forest without a win in nine games.
Forest are still bottom of the Championship and frustration is growing among their supporters - some of whom barracked Calderwood after his 76th-minute substitution of Paul Anderson, who had been the visitors' best player.
But Calderwood insisted: "We will get through this stage and will be better for it. We'll end up stronger.
"We've got good players and they are better than their position in the league suggests at the moment.
"I'll drive forward. We want to be successful. We don't want to be bottom of the league but learning periods aren't always successful.
"But we've got to arrest this quickly. We can't be blas about it and say we're doing well, because we're not."
Forest went behind three minutes after half-time, when Fitz Hall's long throw was headed on by Damien Delaney and Balanta's close-range shot went in off the underside of the bar.
Another throw from Hall again proved to be Forest's undoing on the hour mark. This time his delivery from the right was cleared only as far airst win in five League matches.
Calderwood admitted: "In the end it was a fair result because we didn't defend well from two throw-ins, and that gave QPR a start in the game.
"When you're without a win and bottom of the table, that's a lift you cannot afford to give the opposition.
"We've been unluckily defeated a few times this season, but this wasn't one of them."
The result eased the pressure on QPR boss Iain Dowie, whose assistant Tim Flowers bemoaned the attitude of the home fans.
Flowers said: "When quality players here miss passes by the smallest distance, there's anxiety all round the place.
"I can't understand that anxiety. We're sixth in the table and in the last 16 of the Carling Cup, which I believe is this club's best run in the competition for a long time."
He added: "It wasn't a good time to concede a goal - seven or eight minutes from the end - but sometimes you have to hold your hands up and say 'that was a great strike'. McGugan's free-kick was fantastic technique and no-one's going to save that.
"It was important after the run of games we've had that we got our noses in front, which we did. Their goal rocked us back a bit but it was a good result and a good three points.
"The first goal was vital and, fortunately, we got it today.
"We then hunted the ball better in the second half and we've got pace at the back, so there was no need to worry and sit deep. It was about being brave."
Sporting Life