If you use Webmaster Mode - you'll discover that the breadcrumbs are made by the template file, /skin1/location.tpl
From there, you may want to edit location.tpl
I found some code in the fourm for alternate breadcrumbs...
My location.tpl now looks like this -- yours may or may not work with this.
Code:
{* $Id: location.tpl,v 1.14.2.2 2007/06/18 11:42:03 max Exp $ *}
{if $location}
{* {strip} *}
<span class="NavigationPath">
<a href="/">Home</a> →
{section name=position loop=$location start=1}
{if $location[position].1 ne "" }<a href="{$location[position].1|amp}">{/if}
{$location[position].0}
{if $location[position].1 ne "" }</a>{/if}
{if not %position.last%} → {/if}
{/section}
</span>
{* {/strip} *}
{/if}