Sql-server – Which Log should I start backups with

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 <mydb>
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 <mydb>
FROM DISK = 'Path to diff backup'
WITH RECOVERY, STATS=10

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

Typically, backups to file are appended with a timestamp (e.g. MyDatabase_FULL_201202060900.bak) so you have the option of using a script to generate the restore sequence given a directory of files. Google will give you dozens of examples, as will the SSC script library. I have this script in my library currently.

If the server you've taken the backups from is available, you can generate the restore script from the msdb tables dbo.backupset and dbo.backupmediafamily, example here. Note SSMS will generate the correct script for you and you can use Profiler to capture the queries it uses to do so.