It depends on why you are getting that message (and I assume that you seeing it in Safari on your iPad as opposed to your Mac). There are number of things that aren't supported on the iPad (Flash, Java, Silverlight) so if the message is a result of one of them being needed then there isn't much you can do. What site are you getting the message on ?
You can only update Safari (and any of the other built-in apps such as YouTube, App Store etc) via operating system (iOS) updates i.e. it cannot be done stand-alone as you can on PCs or Macs. If you are on version 4.3.3 of iOS (shown on the iPad in Settings > General > About > Version) then you are already up-to-date; if it's not 4.3.3 then you can update it by connecting it to your computer's iTunes, and on it's Summary tab clicking the 'Check For Updates' button (in which case it may take a while to download as it's nearly 600 meg).