require_once(EXTDIR . '/markdown/markdown.php');
$message = Markdown($message);
You can use the hook integrate_pre_parsebbc so a function like:
function parse_markdown(&$message, &$smileys, &$cache_id, &$parse_tags)
{
require_once(EXTDIR . '/markdown/markdown.php');
$message = Markdown($message);
}
attached to that hook should do the trick.