Paul,

While in the Restore database dialog, click on the options tab, and select

"Leave database nonoperational but able to restore additional transaction logs."

for all but your last restore.  When you restore your last transaction log backup (the one with the "point in time" that you are restoring to), then select

"Leave database operational.  No addtional transaction logs can be restored."

This will mimic what SQLBILL has shown you for Query Analyzer.

Steve