Ok, things to try.
Disable your firewall during the download. (don't forget to reenable it after). There are have been problems in the past with Apple downloads and firewalls.
Same for anti-virus software. Be sure to run a scan when you are done, just in case.
If your computer is set to go to sleep after a certain time, temporarily turn that off.
When you get the option to upgrade from iTunes, choose the download only option. That way you don't have to leave your iPad connected while it does it's thing. The next time (after the download) that you connect the iPad you'll get the chance to upgrade. This also seems to have a lower failure rate than the download and update at the same time option. There is less to go wrong at any one time.
It is also possible to download the update directly using a browser and do the update manually. You'll have to do a search for that. I can not remember the site or exact method off the top of my head. Or maybe someone who does know will wander along.