You will need the latest version of ITunes on your PC/Mac and do a full backup of your iPad. It is also a good idea to disable your virus software for the duration of the update. Here are some links to guide you
[video=vimeo;30421920]http://vimeo.com/30421920[/video] http://www.ipadforums.net/ipad-faq/50385-how-do-i-upgrade-ios-5-a.html#post345719
Let us know how you go.