You can't verify from the GUI, but you can script it. e.g.

USE master

GO

EXECUTE master..sqlbackup '-SQL "RESTORE VERIFYONLY DISK = "J:\replication\FULL_SQL4_XRMWH20_20120614_151504_1.sqb",

DISK = "J:\replication\FULL_SQL4_XRMWH20_20120614_151504_2.sqb",

DISK = "J:\replication\FULL_SQL4_XRMWH20_20120614_151504_3.sqb",

DISK = "H:\replication\FULL_SQL4_XRMWH20_20120614_151504_4.sqb",...

As Robert says, it would probably be a good idea to build the restore script using the SQL Backup GUI. The last step of the wizard will give you the...