The Mystery of Breadcrumbs

I have a clean install of Drupal 6.13. I've always disabled breadcrumbs from Drupal sites I've created due to the fact that I could never get them to work. I build my menus with the Menu module, create correct parent/child relationships and matching URL Paths, but breadcrumbs always treat my child pages as top level nodes.

e.g.:

Information

Options

My issue is that when I click on Stats Page 2, my breadcrumb simply says "Home > Stats Page 2" instead of what I expect, "Home > Information > Stats Page 2".

They're all linked properly in the Menu system, yet the breadcrumbs are wrong. I even created a Taxonomy that mirrors my Menu system thinking for some reason I had to do that to get breadcrumbs to update, still no luck.

What am I missing here?

--UPDATE--
Evidently the taxonomy_breadcrumb module does what I want. What I still don't get is why I have to duplicate everything in Taxonomy when I thought the breadcrumbs should've worked based off of my Menu hierarchy...

In addition, I've had to double enter all my Taxonomy terms for this to work. I thought "Information" and "Options" were Vocabulary and their sub-menu items would be Terms within them linking to as their parent. Instead I have to create the Vocabulary "Information", add the Term "Information" in it, then my 3 sub-menu items in with a Parent of the Term "Information". Overall - that's a heck of a lot of extra work if you have an extensive set of Menus to recreate what I've already done in the Menu module, just to get breadcrumbs to work. I'm now remembering why I never bother with them lol