Delegate vs Callback in Java

I have some misunderstanding about terms of delegates and callbacks in Java.

class MyDriver {

    public static void main(String[] argv){
        MyObject myObj = new MyObject();
        // definition of HelpCallback omitted for brevity
        myObj.getHelp(new HelpCallback () {
            @Override
            public void call(int result) {
                System.out.println("Help Callback: "+result);
            }
        });
    }
}

class MyObject {

    public void getHelp(HelpCallback callback){
        //do something
        callback.call(OK);
    }
}

Is it callback or delegate (Are delegates and callbacks the same or similar?)?

How to implement then another one?