If you download a ripped movie, which does not include chapters, than the iPad Videos app can't display any chapters. Does the file have chapters when you play it on your computer?
Btw. the above comment should be moderated, while isohunt in itself is legal, downloading dark knight from there certainly isn't.
Edit 2:
If chapters are not already present, you would have to manually add them with a movie editor. Usually I would suggest Movie Maker, but it doesn't work with .mkv files. If you are using Mac OS, than imovie you could import the movie into iMovie, add chapters and save the whole thing as a new movie.