You could try to download Kies, and the drivers for your Note, (on your computer) and connect your phone. It should be possible to download the update and install it over the USB cable. If it still claims that there is no update available, I would have a quick word with AT&T to see if they can help. The upgrade to 5.1.1 would be essential IMHO as 5.0.1 was quite broken for me (although I chose to downgrade to 4.4.4 rather than upgrade to 5.1.1 to be honest).
Regards,
Eric.