OK, it sounds like your range may not allow hollow point bullets to be used. Some ranges don't, for some reason.
The Winchester white box is FMJ ammo.
Hollowpoints are designed to expand upon hitting flesh, cutting a larger wound than would a bullet that doesn't expand, such as the full metal jacket Winchester ammo that your range makes you use.
When being used for personal protection, you have to balance expansion against penetration. Ideally, you want a combination of both -- deep expansion (at least 12", is my way of thinking) coupled with good penetration.
If, however, you are forced to pick, my belief is that you should ALWAYS pick penetration to get to vital organs. A bullet that expands, but doesn't penetrate to vital organs, essentially causes nothing more than a bad flesh wound.