How to restore multiple backups
Using SSMS, you cannot chain a restore of the backups in one operation. You would have to do multiple restores. You'll want to use T-SQL in order to be more efficient.

--Restore the most recent full backup
RESTORE DATABASE &lt;mydb&gt;
FROM DISK = 'Path to full backup'
WITH NORECOVERY, STATS=10 --If only restoring the full, change to RECOVERY

--Restore the most recent diff backup
RESTORE DATABASE &lt;mydb&gt;
FROM DISK = 'Path to diff backup'
WITH RECOVERY, STATS=10


More info on RESTORE: http://msdn.microsoft.com/en-us/library/ms186858.aspx