Deploy solution across all the site collection in a web app

I have an environment in which we have 1000's of site collection. We also create new site collection.

I want to deploy an event receiver which is available across all the site collections i.e web apllication.

I created a new solution and added event receiver to it. I deployed it at the root site collection with scope set as Site. The solution is only available in that particular site collection. I am not allowed to set the scope to WebApplication as i get the error message as :

The Project Item "SetAlstomMP" cannot be deployed through a Feature with WebApplication scope. c:\users\133386\documents\visual studio 2010\Projects\TeamSite-SubSites\TeamSite-SubSites\Features\Feature1\Feature1.feature TeamSite-SubSites

My basic requirement is that i want each of the subsite created in a site collection to inherit Master Page from the parent site. For which i was planning to write an event receiver.

Also, when new site collection is created i want the solution to be auto activated. Is this possible?

Can anyone please suggest if this is a correct approach? and how do i go ahead with the deployment?