You can only post one receipt to a sales order.  You are not able to post multiple receipts to a sales order.

When we've had the request for multiple payments for a single order we've done:

-> Post receipts, entering each credit card payment - posting to deposits and adding a "deposit detail"

-> We then make notes on the sales order (hidden unless the customer wishes otherwise) and in the customer notes of exactly what we did

-> We then use the "deposits to be applied" on the sales order summary to show the total deposits to the order

A few extra steps but it has kept the few customers who've requested it happy.