Restoring SQL Server database on another box
What Bob said.

Couple of ways to get round this.

Firstly, you could copy the files from the FTP server to your test server and then use xp_cmdshell and the DIR command to read in the contents of that folder (full, diff and log backups) and order them accordingly (you need the date/time in the filename to achieve this).  Once you have this information, you can dynamically build your restore statements.

I did this once, but, I have xp_cmdshell disabled in my environment here, so it's not an option.

The way I currently do it.  I build the restore statements based on the metadata in msdb and export that out to a text file which is stored on the FTP server.  I simply read that text file on along with my backup files on my test server and away I go.

My solution performs a point in time on a daily basis to my test box.  What it can't guarantee is if the subsequent log backups are valid and I can restore from those.

I also perform manual restores to my test box (another instance) just to keep myself fresh when it comes to a disaster - I vary the restores too.