I do Pilates a few times a week too and I log it by splitting the time between yoga (because we do some stretching in class) and either weight lifting or health club exercise, general. I'm basically guessing because the number of calories burned can vary so much with Pilates based on how advanced you are and/or how much you put into it!
Hope that helps a bit. I heard there's a plan to add custom activities at some point -- that would be nice!
Goal Weight: 125
Maintaining at 123 -124 since July 4, 2012