In most cases they integrate the previous patches into the latest. So normally you only have to download the latest patch as that should contain the fixes from the previous ones. How it normally works is, they release a patch (1.0), and if they find / do yet more work, instead of starting a completely new patch, they just fix the extra features and add them to the previous patch (in this case 1.0) and simply release it as (1.1, or 2.0 depending on how the version system is).
At least, that's how I've always assumed it worked. As when I install a game I always get the latest patch, and never install the previous ones before it and it works fine.
Just download the latest and install that. If for some reason you do need to install all of the previous patches before hand it'll tell you that you don't have the correct previous version to update to the latest. It's no biggie if it doesn't work when trying to install the latest patch. Theres only one way to find out. Give it a shot.
Rove.