API defines public delegate.. huh?

[zackb]

C# noob here. Wondering if anyone out there could shed some light on dealing with this API. I'm using .net 3.5.

The API method is defined in the object browser as:
public delegate int CallbackMessage(long userData, int nToolId, int nStatus, string pMessage)

When I try the following code:
CallbackMessage myCall = new CallbackMessage(); //i know this is wrong, looking at intellisense

The intellisense on CallbackMessage constructor is telling me:
CallbackMessage.CallbackMessage( int (long, int, int, string) target);

How would I build a constructor for myCall? Thanks in advance.