Counting Calories burned

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I am new to MFP and learning how to use the site as well as making numerous changes in my eating and exercise habits. Thanks for the positive attitudes here and the general respect and encouragement to everyone!

My question: I go to a club to exercise. Due to various injuries, I am somewhat limited in what I can do there. Right now I am spending most of my time on the treadmill and in a small circuit room for weights. I am not sure how to enter the calories burned, especially with the circuit. I do 10 or so different machines there concentrating on upper-body strengthening. MFP has a "general circuit" exercise, but the calories burned seemed really high. The treadmill doesn't account for the fact that I'm a woman, so they told me not to rely on it's caloric readout. MFP does have that, and hopefully it takes into account my personal statistics? Any suggestions on how to record the circuit calories and if mfp's reading is close to right?

Thanks!!