From Books on Line:
SQL Server requires that the WITH NORECOVERY option be used on all but the final RESTORE statement when restoring a database backup and multiple transaction logs, or when multiple RESTORE statements are needed (for example, a full database backup followed by a differential database backup).
The sequence of SQL statements should be:
-- Each time a full backup is made, a full restore needs to be performed
Restore database xyx from disk = 'full_backup.bak'
WITH NORECOVERY , replace
--then for each differential:
Restore database xyx from disk = 'differential_backup.bak'
WITH NORECOVERY
SQL = Scarcely Qualifies as a Language