Calories VS. Kcal What is the difference?

There isn't a difference. Really, your heart rate monitor is scientifically correct :

The small calorie or gram calorie (symbol: cal)[2] approximates the energy needed to increase the temperature of 1 gram of water by 1 °C. This is about 4.2 joules.
The large calorie, kilogram calorie, dietary calorie, or food calorie (symbol: Cal)[2] approximates the energy needed to increase the temperature of 1 kilogram of water by 1 °C. This is exactly 1,000 small calories or about 4.2 kilojoules. It is also called the nutritionist's calorie. - This is the one that is given on workout machines, etc, even though its labeled "Calorie" its technically a kCal.

calorie < Calorie = kCal