From my handbook page on d.o

This little code snippet will add the present page title to the breadcrumb. We show you how to use this in steps.

Step 1 : If you do not have a template.php file in your sites/all/themes/yourtheme/ folder, create one.

Step 2 : Copy and paste this code in the template.php file.

function phptemplate_breadcrumb($breadcrumb){
     if (!empty($breadcrumb)) {
        $breadcrumb[] = drupal_get_title();
        return '<div class="breadcrumb">'. implode(' » ', $breadcrumb) .'</div>';
    }
}