It's not quite that simple...
First of all make sure you have the Eclipse PDE (Plug-in Development Environment) and CDT SDK installed. If not then you'll need to tell Eclipse to download them (Help -> Install New Software).
Then, create a new Plug-In project. In its Extensions tab, add a new extension against point org.eclipse.cdt.core.ErrorParser. You will then have to write some java code to actually implement it. Fortunately the PDE makes the meta-work relatively straightforward; you put the name of your class in the appropriate box and click on the "class*" hyperlink and it will offer to create a skeleton class for you.
I suggest you grab the source code to the CDT and have a look at GCCErrorParser.java as an illustration of the sorts of things yours will have to do.
Finally, when you're ready to test it, set up a debug configuration of type Eclipse Application. (This will spawn a second instance of Eclipse; it has to use a different workbench.) Go into the properties of your C project, Settings panel, Error Parsers tab and switch on your shiny new error parser.