as of 2010-05-26, all the stuff about integrating Doctrine and Zend Framework have been removed as there is now a semi-official ZFDoctrine project, see the announcement

This is a proof of concept to have the Doctrine profiler info on a ZFDebug panel for Zend Framework.

You have to put the Danceric folder in you library folder (if you're using the default ZF layout) and enable it in your bootstrap. See Installation Instructions on the ZFDebug website

Example (in Bootstrap.php):

protected function _initZFDebug()
{
    $autoloader = Zend_Loader_Autoloader::getInstance();
    $autoloader->registerNamespace('ZFDebug');
    $autoloader->registerNamespace('Danceric');

    // Ensure doctrine db instance is loaded
    $this->bootstrap('doctrine');

    $options = array(
        'plugins' => array('Variables',
            'Danceric_Controller_Plugin_Debug_Plugin_Doctrine',
            'File',
            'Memory',
            'Time',
            'Exception'
        ),
    );

    $debug = new ZFDebug_Controller_Plugin_Debug($options);

    $this->bootstrap('frontController');
}

If you're not using ZFDoctrine for any reason, you might want to see my sample project by looking at the zfdebugdoctrine/Doctrine-1.2-beta tag. Keep in mind that it is not the supported way anymore though.