Upgrade from 7.20 to 7.40 patch errors

When I try to execute the 7.40 (Compilation 2) Patch on my Citrix server that has SAP 7.20 installed I get a message that

"This SAP Fron End patch requires a higher base version of the installed products. Update to a higher versiono fht eproduct before applying this patch."

Do I need to download a prior patch to our 7.20 GUI?