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I created a page called Home (with path /home), and set it as the front page in Site Config>Site Info page (you have to use the un-aliased URL here, which is node/2). In my Zen theme settings I have enabled the breadcrumb, and checked "show home page", but not "append content title". In Menu Breadcrumb settings, I have checked "append page title" and "append title as a link". On the edit page for my home page, the breadcrumb shows 3 links, all of which simply say "Home". This is where they point: