Are you as Mac user? Anyway, grab HANDBRAKE to convert movies to an Ipad compatible .mp4 etc.
Yopu can download movies from iTunes or go to the library and 'borrow' the movie and rip it to HDD using Handbrake. More options out there but likely not required for now. Just grab Handbrake and VLC and you are set to go. VLC is a video player that plays about any video file you can think of. Handbrake needs VLC to be installed if you want to copy some movies from a DVD.
Handbrake
VLC