Restoring a differential backup in SQL server 2005
When restoring a sequence of backups (differential &amp; logs) you specify NORECOVERY. This leaves the database in a state that will accept further restores, rather than recover it ready for use.

RESTORE DATABASE MyDb FROM DISK = '&lt;path&gt;\MyDb_FULL.bak' WITH NORECOVERY;
RESTORE DATABASE MyDb FROM DISK = '&lt;path&gt;\MyDb_DIFF.bak' WITH NORECOVERY;

-- Repeat following for each transaction log to restore if applicable
RESTORE LOG MyDb FROM DISK = '&lt;path&gt;\MyDb_201303050900_LOG.bak' WITH NORECOVERY;

RESTORE DATABASE MyDb WITH RECOVERY;