Unfortunately, an HRM is the best way to calculate calories, but you do need to get one that does that. It was very nice of them to buy you one, but it doesn't do what you need. Is it returnable?
When buying one, you need to know what you want it for, and whether that model does that task. Some are literally "heart rate" monitors - they just tell you the heart rate. That's fine if you already know what you need to aim for for your training, but useless if you want to know how many calories you burned.