In order to take action after the installation and when the end-user first launches the program, it would be best to have the application, itself, perform this action.
Once the application has been installed, it is out of the hands of the installation process. InstallShield's products will allow you to author a package which can take action on any number of given tasks with in the MSI. These are all done during the installation process and they all end when the installation is completed (unless it is some external process which continues on). Group Policy may extend this functionality, but then again it is beyond the installation.