Connect the iPad to your computer's iTunes and copy any purchases off it via File > Transfer Purchases (you may also want to copy photos off the iPad as well) and then force a backup of the iPad by right-clicking the iPad 'Device' on the left-hand side of iTunes and selecting 'Backup'. You may also want to copy off the iPad any important documents, notes, files etc e.g. via the file sharing section at the bottom of the device's apps tab when connected to iTunes, via wifi, email, dropbox etc - they should be included in the backup, but it's best to have a copy of them outside of the backup just in case.
You can then start the update by selecting the iPad on the left-hand side of iTunes, and on the Summary tab on the right-hand side clicking the Check For Updates button.
Updating to iOS 5+ : http://support.apple.com/kb/HT4972
See iOS: How to update your iPhone, iPad, or iPod touch
If you are currently running an iOS lower than 5.0, connect to your computer & click on the "Update your device using iTunes".
Tip - Disable your firewall and anitvirus software temporarily. Then download and install the iOS update. After you update to iOS 5.x, the next update can be installed via wifi (i.e., not connected to your computer).