We present the first example of a phase transition in a nonequilibrium stea
dy state that ran be argued analytically to be first order. The system of i
nterest is a two-species reaction-diffusion problem whose control parameter
is the total density rho. Mean-field theory predicts a second-order transi
tion between two stationary states at a critical density rho=rho(c). We dev
elop a phenomenological picture that instead predicts a first-order transit
ion below the upper critical dimension d(c)=4. This picture is confirmed by
hysteresis found in numerical simulations, and by the study of a renormali
zation-group improved equation of state. The latter approach is inspired by
the Coleman-Weinberg mechanism in QED.