You have to install Napster on your computer, NOT your iPad! Download to your heart's content, but you may have to remember where your music is beings saved. Open iTunes and you can go to Files then select the option to Add file to library... or Add folder to library... The next time you sync your iPad, those items will be added to your iPad.
The same basic principle applies if you buy music from Amazon or places like LimeWire.
Clear as mud, eh?