Breadcrumbs not working?

I've noticed this issue with other Themes...

I just went back into the Sky Theme > Configure - and "re-enabled" Breadcrumbs.

When I then go to www.blueskyaa.com and click any of the Primary Navigation (or sub-links) such as About Us, etc - the Breadcrumbs always just show "Home".

It seems as if the Breadcrumbs do not consider Primary Navigation items I've setup in the Menus, as things it should include as Navigation.

For example, if I go to About Us, then By-Laws, I'm going to this sub-page: http://www.blueskyaa.com/aboutus/bylaws

This is two levels down. As such, the Breadcrumbs should show:

Home > About Us > By Laws

However they are just showing "Home".

But if I login as Administrator and use the left navigational items under Administration, then my Breadcrumbs appear normal - ie, if I'm on the "Administer > Content Management" page - my Breadcrumbs are correctly showing:

Home > Administer

What do I need to do, to get the Breadcrumbs to also recognize menu items setup as Primary Navigation?

It would also be great if the Breadcrumbs would show the actual page that you're on - ie:

Home > Administer > Content Management

Thanks for your help!