iOS 5.1
Niels advised I should download via my pc but when I log into iTunes and search whilst logged in I still can't find iOS 5.1 to download.
iPad, iOS 2.x
Connect the iPad to your computer's iTunes and copy any purchases off it to your computer via File > Devices > Transfer Purchases. You may also want to copy photosand any important documents off the iPad as well e.g. via the file sharingsection 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 havea copy of them outside of the backup just in case. You can then force a backup of the iPad by right-clicking the iPad 'Device' on the left-hand sidebar of iTunes and selecting 'Backup' (on iTunes 11 you can enable the left-hand sidebar via option-command-S on a Mac, control-S on a PC)
Then start the update by selecting the iPad on the left-hand sidebar, and on the Summary tab on the right-hand side click the Check For Updates button
Updating to iOS 5+ : http://support.apple.com/kb/HT4972