I don't have a software update option in my general settings?

Settings>General>Software Update is only available in IOS 5 and above.

If you are using IOS 4, you need to connect to iTune (computer) to update software.

Update to IOS 5 or higher

http://support.apple.com/kb/HT4972

Read past the first section of the Support article you arrived here from to the section entitled "Update your device using iTunes"

Hi Dizzy,

What IOS are you running? If it is not 5.0 or higher, you will not have that option, and will have to update via iTunes on a computer.

Cheers,

GB

If you have an iPad 1, the max iOS is 5.1.1. For newer iPads, the current iOS is 6.1. The Settings>General>Software Update only appears if you have iOS 5.0 or higher currently installed.

iOS 5: Updating your device to iOS 5 or Later

http://support.apple.com/kb/HT4972

How to install iOS 6

http://www.macworld.com/article/2010061/hands-on-with-ios-6-installation.html

iOS: How to update your iPhone, iPad, or iPod touch

http://support.apple.com/kb/HT4623

If you are currently running an iOS lower than 5.0, connect the iPad to the computer, open iTunes. Then select the iPad under the Devices heading on the left, click on the Summary tab and then click on Check for Update.

Tip - If connected to your computer, you may need to disable your firewall and anitvirus software temporarily. Then download and install the iOS update. Be sure and backup your iPad before the iOS update. After you update an iPad (except iPad 1) to iOS 6.x, the next update can be installed via wifi (i.e., not connected to your computer).

 Cheers, Tom 😉