On iPhone, an application can associate a new protocol name to itself so that if a user types in 'myapp://xxx' in a web browser it calls the application.
Is this possible with BlackBerry or Android?
For Android have a look at this question's answers:
Android Respond To URL in Intent
and also the following page especially in the section "Data Types" about android:scheme on this page:
http://developer.android.com/guide/topics/intents/intents-filters.html
For your app you would put something like the following in your AndroidManifest.xml:
<intent-filter><action android:name="android.intent.action.VIEW"></action>
<category android:name="android.intent.category.DEFAULT"></category>
<category android:name="android.intent.category.BROWSABLE"></category>
<data android:scheme="myapp"></data>
</intent-filter>