Need advice on a Heart rate Monitor

nuvs

So im new to the HRM and i made the mistake of buying one that is more like a pedometer calorie counter. I want one that will give me a good calorie burn count when doing Insanity,Turbo fire, or any other DVD workout. I used the one i bought the Sketchers go walk and it says i only burned about 150-180 calories during my regular 40 min Insanity workouts, in comparison to MFP that says i burned closer to 500 cal in my 40 min. Did i just get the wrong HRM? Could it be right or am I needing to find a new HRM? Any advise on a good HRM for what i need.