You need to make sure you are running the latest version of iTunes on your computer. You hook up your iPad, and if it does not prompt you select the iPad, got to the Summary page, and click on Update. I recommend the download only options. It has fewer problems, in general.
Once the download is finished you connect the iPad again to do the actual update.
I highly recommend reading over this thread before you start. You may have no problems at all, probably won't, but it does not hurt to be prepared.
http://www.ipadforums.net/ipad-help/49411-ios-5-5-0-1-upgrade-troubleshooting.html#post339338
Also, the update has several stages with reboots and pauses in between. Do not disconnect the iPad until the very last sync with iTunes.
Also, also. If you have important files on the iPad, make backups of them. This full update will erase all content from the iPad, and while it should restore the apps and data later it has been known to fail.
Also, this video about preparing for the update isn't a bad place to start.