Video files need to be in mp4 format in order to be transferred to iPad. Use a transcoding program like Handbrake to transcode to iPad compatible mp4. Some mo4 files don't play on the iPad because of formatting incompatibilities like resolution is too big or framerate is too fast. Those can be fixed by dragging the mp4 into iTunes, right-clicking and picking "create iPad compatible version." In any case, all mp4 files need to be dragged into iTunes and synced to the iPad from there.
Or you could just get AirVideo, and stream any video format from your computer to your iPad.