You can't download stuff on any apple device. It's impossible without jailbreaking it.
You can setup your Ipad to receive 3G and send out Wifi so your laptop can connect via it.http://www.ehow.com/how_8396449_turn-3g-wifi-hot-spot.html
Isn't thata jailbreak too? Tricking your iPad on 3G to send a Wifi signal?
I am on vacation right now and the only internet access I have is 3g on my Ipad, so I was going to transfer a downloaded addon (duplicator) from my Ipad to my laptop. But when I hit the download link nothing happens.