Drupal includes these groovy things called theme-able functions. A function is a bit of PHP that does something - like generate the output of the breadcrumbs or menu links.
When a function in Drupal is theme-able, it means we can override the default function and modify the output of it. Now that is where the fun really begins!
Over the next 6 months or so (yes, really, 6 months) I'm going to attempt to post about every single theme-able function in Drupal 6 (there's a lot), and show you a simple modification to each one.