A tough question, and one that will certainly vary depending upon your situation.
Some considerations:
What kind of activities are you doing that are utilizing (or even developing) skills that could be used professionally?
A good way to figure out what this could be (because sometimes we have blind spots when we actually try to remember and recognize all the things that are part of our weekly routines) is to ask yourself what you have LEARNED over the past weeks and months - even simple things. Then see if you can't find a way to highlight this - just enough to show that you aren't a complete couch potato. If you are looking for resume help, visit this website to find professional help. 
Some classic examples of such activities include:
regular group activities and organizations you are involved in (for example, local sports clubs, networking or business groups, charities, etc.).
blogging/writing (this could be gaining you all kind of online and computer knowledge).If you are convinced that the skills you are using could be relevant to a future employer, than consider putting the position in your experience section (don't use the term 'professional experience', instead stick with 'experience'). You can write in brackets beside the position that it was voluntary so there is no risk you can be accused of exaggerating what the position really is.
Unless you have quite literally be sitting at home, watching television and doing little else during your time of unemployment, you have quite possibly been doing something relevant the utilizes and develops your skills and knowledge. Don't be afraid to talk about it - just don't exaggerate and claim it is something far beyond what it is.
Plus, there is the cover letter...
Even if you don't feel you have anything that can be used in the 'experience' section of your resume, consider adding in a simple line to the cover letter mentioning that you have been keeping busy while seeking employment following your previous job - just to show that you are eager to get working.
And if you really are doing nothing at all, well, you must surely be getting a bit RESTLESS! Consider finding at least one activity to get involved in!