Movies from the Internet come in a huge variety of formats, with some of the most common being MPEG-2, AVI, WMV, MOV and Flash. The iPad only supports H.264, M4V, MP4, MOV MPEG-4 and M-JPEG formats with the software pre-programmed into the iPad. Part of the reason for this is the supported formats work well with the iPad's hardware capabilities without draining the battery and reducing its renowned 10-hour life. The iPad limits download size even in the acceptable formats, so you may simply be trying to download a movie that is too large for your iPad to handle.
With a PC, whether it is a desktop or laptop and a Mac or any other maker, you can usually find software that will allow you to read other video formats. Free and paid software downloaded from the Internet generally comes in the form of an executable file (.exe) that extracts the program information from the downloaded file and installs it on your computer. The iPad cannot run these executable files, so downloading the same software that runs the movies on your PC will not work.
Every day, new applications are added to the App Store for the iPad, and many of these apps allow you to view videos in formats the native software can't handle. Azul Media Player, BuzzPlayer HD and OPlayer are the top-rated multiple-format video players in the App Store as of March 2011. If you know which specific format you want to play, there are several format-specific player apps available. You can also download a video on your computer, and then convert it to an iPad-ready format using an online or downloaded video converter. Transfer converted videos to your iPad when you sync it with your PC.
If you know the video you are trying to download is in a compatible format, your Internet connection may be causing the trouble, rather than your video applications. Tap on the "Settings" icon and choose "Network." Make sure you have the appropriate Wi-Fi or 3G network enabled and it is getting a solid signal. The signal "bars" also appear in the top strip on your iPad, to the left of the time. If you see low or no signal, you cannot download a video.