The best way to solve this is to use HB setting yourself for your job (sedentary), and then adding exercise cals on top of it - like you would with MFP.
This is because everybody has different interpretations of activity. For example, if you had a pair of identical twins, weighing the same, same height etc. Twin number one exercises 4 times a week, and he burns 300 calories each time on the Wii in an hour for example. Twin number two also exercises 4 times a week, but goes to spinning classes where he burns over 600 calories in the same amount of time. They could both consider themselves in the "active" bracket as they're both exercising 4 times a week, but the second twin would be earning upwards of 1200 extra because of the type of activity he does. This is why I personally advocate not using HB to account for your exercise, but for your job, and then add your exercise cals on.
I'll use myself as an example

I exercise pretty much 6-7 times a week, burning on average 700ish calories each time - but I have a sedentary job.
According to MFP, on 1200 cals I lose 0.9lbs a week. To lose 1lb, you need to reduce by 3500 calories a week (500 a day), so to lose my 0.9lbs a week, I'm reducing by roughly 3150 weekly / 450 a day.
My BMR is 1423.8
If I were to set my HB equation using my activity, I'd be in the very active bracket, and consuming 2456 calories to maintain. This means, to lose 0.9 a week, I'd be eating around 2006 calories a day. So I'd be eating an extra 100 calories a day. than my 700 exercise calories on MFP.
If I were to set my HB equation using my job, I'd be on around 1708 to maintain. So to lose, I'd eat around 1258 a day, and then my exercise cals on top would be 1958 - so there is a slight discrepancy of around 50 calories, and the 1958 figure is generally closer to what I would eat on MFP, but still slightly over by 50 calories. If I burnt a little more in my session (sometimes I burn over 700) then the active bracket in HB would apply to me almost perfectly - the only real flaw with HB is that it doesn't account for how many calories you are burning with those sessions. Hope this makes sense
