Is there a way to pass a custom argument to android market (or any other way) so my app receives the argument after it gets installed (and run for the first time).
Let m
You can publish a link like that
http://market.android.com/details?id=your.package.name&referrer=your_referrer_parameter
After user clicks this link and installs the application your broadcast receiver will receive a broadcast com.android.vending.INSTALL_REFERRER with "your_referrer_parameter" value.
More info:
http://code.google.com/mobile/analytics/docs/android/#android-market-tracking
Get referrer after installing app from Android Market
Get Android Google Analytics referrer tag