Calorie burn and HRM

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I bought a pedometer and a HRM the other day. I was unsatisfied with my HRM and realized I don't really need a pedometer and I'm getting ready ready to return them but I decided to do a little experiment. I wore both my HRM and the pedometer while I did Zumba tonight (for the Wii, its awesome) I did 2, 20 minute classes and both times they told me almost the exact same amount of calories I burned (give or take 2-5 cals) So, My question is should I keep the pedometer and wear it during workouts, like will it give me an accurate cal burn each time?