While working on our last project I realized that we haven't used breadcrumbs in a theme for a while (well that is not entirely really true, we use them a lot for the admin section). We came across of what we first thought was a bug; the breadcrumbs weren't following the primary links herarchy and were only displaying the "Home" link.
Google here we go, search... search... read... read... read more... and after a lot of trial and error I found the the solution: Custom Breadcrumbs and Menu Breadcrumb.
Now that you have these modules installed and enabled... sorry, what? Not ready yet? Ok, let me know when you're ready... (Meanwhile, Alberto is doing important research) ........................... Huh, what was that? Installation completed? Great, then let's continue.