Register an activation hook and then redirect the user’s browser when you’re done installing your plugin.
function myplugin_activate() {
// TODO: Install your plugin here.
// I don't know of any other redirect function, so this'll have to do.
wp_redirect(admin_url('options-general.php?page=myplugin_settings'));
// You could use a header(sprintf('Location: %s', admin_url(...)); here instead too.
}
register_activation_hook(__FILE__, 'myplugin_activate');