Q: Apple Watch Sport will not stay connected to Bluetooth HRM

I just recently purchased an Apple Watch Sport.  I also purchased the Polar F7 Bluetooth heartrate monitor chest strap.  The apple watch will connect, but during my workout it loses connection and then I can't get it to connect again.  I go back to the Bluetooth screen and It will just say it's "connecting" and won't go any further.  Any ideas on how to correct this???  If not, I'm going to have to return the watch.  It's not worth it if all functionalities doesn't work. 

Thanks,

Lisa