Send Email After User has confirmed email address using Rules
I did something like this on a site not long ago, and at the time I couldn't find a solution that would work without some extra code because of the way registration was set up, but for your case you should be able to use a rule to check when the user's access timestamp is first set, reacting to the "after updating an existing user account" event. 

So you need to check the account-unchanged:last-access is 0 and the account:last-access is not 0, then fire your rule. I haven't tested that this will work, and you might need to add some extra conditions for your particular circumstances.