After having searched in the VM forum, I found this, and it worked for me:
For VM 2.0.14:
FOR CATEGORY:
\components\com_virtuemart\views\category\view.html.php (LINE 188)
REPLACE:
$document->setTitle( $title );
WITH:
$document->setTitle(JFactory::getApplication()->getCfg('sitename').' -> '.$title);
FOR PRODUCTS:
\components\com_virtuemart\views\productdetails\view.html.php (LINE 213)
REPLACE:
$document->setTitle( strip_tags(($category->category_name?($category->category_name.' - '):'').$product->product_name));
WITH:
$document->setTitle(JFactory::getApplication()->getCfg('sitename').' -> '.strip_tags(($category->category_name ? ($category->category_name . ' -> '): '') . $product->product_name));