Correction in Published Paper
Normally, you can't just change an already published version. However, this does not mean that you should just publish the correction in another journal. The best way to deal with it would be to contact the editor of the original journal and discuss things with him, as this error also concerns him, not only you. He will then be able to tell you how to publish the correction.
In case that you aren't the only author (e.g. you have an advisor, colleagues, etc.), they should also be informed before taking action.