LINQ OrderBy versus ThenBy

Can anyone explain what the difference is between:

tmp = invoices.InvoiceCollection
              .OrderBy(sort1 => sort1.InvoiceOwner.LastName)
              .OrderBy(sort2 => sort2.InvoiceOwner.FirstName)
              .OrderBy(sort3 => sort3.InvoiceID);

and

tmp = invoices.InvoiceCollection
              .OrderBy(sort1 => sort1.InvoiceOwner.LastName)
              .ThenBy(sort2 => sort2.InvoiceOwner.FirstName)
              .ThenBy(sort3 => sort3.InvoiceID);

Which is the correct approach if I wish to order by 3 items of data?