Full and differential restore with two backup files - SQL Server 2008

We are trying to establish a maintenance plan with 2 separate backups.

One full backup over the weekend and differential backups through the week. [the differential backup has a "_diff" appended to its name].

The backups are supplied to us by an external entity we use for processing orders. My problem is with restoring the databases.

1: I tried the method here: http://msdn.microsoft.com/en-us/library/ms175510.aspx#TsqlProcedure but, I can't seem to "add" a backup file to the existing backup device on the server that contains the full backup.

2: I tried restoring them as 2 separate backups but I get this error:

The backup set holds a backup of a database other than the existing 'DBXXX' database. [possibly due to the _diff name associated with the .mdf and .ldf files]

How do I go about restoring the differential backups in this scenario. Can I add the differential backup to the existing full backup device? Is there another way out?

Edit:

Added T-SQL statements:

Restoring the full backup

RESTORE DATABASE DB_TEST FROM DB_TEST_Device WITH REPLACE, NORECOVERY;    
GO

Restoring the diff. backup

RESTORE DATABASE DB_TEST FROM DB_TEST_Device_Delta WITH RECOVERY;     
GO

Full Backup Device:
OM_00987_Backup_987 D:\SQLdata\OM_00987_Backup_987.mdf D PRIMARY 32852082688 3.51844E+13 1 0 0 BAC0AD62-9CB6-46FA-8600-7852009C638A 0 0 32850247680 512 1 NULL 1.33E+17 2B366F37-7D81-4BD1-AA3C-DD9757EFF075 0 1 NULL

OM_00987_Backup_987_log E:\SQLlogs\OM_00987_Backup_987_log.LDF L NULL 516096 2.19902E+12 2 0 0 F76787F2-521B-4A75-A2F6-8977DB88E0A9 0 0 0 512 0 NULL 0 00000000-0000-0000-0000-000000000000 0 1 NULL

`Delta Backup Device:
OM_00987_Backup_987_Delta D:\SQLdata\OM_00987_Backup_987_Delta.mdf D PRIMARY 9633464320 3.51844E+13 1 0 0 E75C765B-ECEC-46AC-B8AE-5F1EB7D3C724 0 0 9629138944 512 1 NULL 1.36E+17 8C66A6C8-DE57-4B57-B0E1-DE8F3C64E68A 0

You will need to set up a separate backup device for the FULL and the DIFF. When you create the Backup Device it is a single file. You can't save a FULL and a DIFF in the same Backup Device.

More information about backup devices can be found here: http://msdn.microsoft.com/en-us/library/ms179313.aspx

If you are trying to restore the database over an existing database and want to replace the data you will need to use the WITH REPLACE option in the restore. More information can be found here: http://msdn.microsoft.com/en-us/library/ms186858.aspx


REPLACE should be used rarely and only after careful consideration.
Restore normally prevents accidentally overwriting a database with a
different database. If the database specified in a RESTORE statement
already exists on the current server and the specified database family
GUID differs from the database family GUID recorded in the backup set,
the database is not restored. This is an important safeguard.


The REPLACE option overrides several important safety checks that
restore normally performs. The overridden checks are as follows:


Restoring over an existing database with a backup taken of another
database.


With the REPLACE option, restore allows you to overwrite an existing
database with whatever database is in the backup set, even if the
specified database name differs from the database name recorded in the
backup set. This can result in accidentally overwriting a database by
a different database.


Restoring over a database using the full or bulk-logged recovery model
where a tail-log backup has not been taken and the STOPAT option is
not used.


With the REPLACE option, you can lose committed work, because the log
written most recently has not been backed up.


Overwriting existing files.


For example, a mistake could allow overwriting files of the wrong
type, such as .xls files, or that are being used by another database
that is not online. Arbitrary data loss is possible if existing files
are overwritten, although the restored database is complete.

StackExchange Database Administrators Q#18221, answer score: 3