If I understand correctly what you want is to open the app and when it's open, if an update is available prompt you to download it?
If the answer is yes then what you can do is to send the current version to your website and compare the values, if they are different then prompt the user to update, answering yes will redirect the user to the Market to download.
I wrote an app that has that feature, the only problem is that sometimes the Market is "slow" refreshing the new version so the user might not see the new version.
I hope that helps.