To answer your question specifically, you must still "sand" the sheen before your next coat of anything  -- 600 to 1200 paper at least.

   Geno

O.k, on to my 2nd build now and want to make a better job of this plane. Have decided to use sanding sealer,(didn't know what it was 'till I read this site!) I've put three coats on now, lightly sanding the first 2 coats, now with the 3rd coat the wood is very smooth and has a sheen to it, do I leave this sheen on before painting or sand a bit more?
 As always, a big thankyou for any advice..

Phil

Well, it depends...what kind of paint are you using on top of the sanding sealer?  If you are painting with automotive enamels/polyurethanes/epoxies you should sand lightly using about 600 grit wet or scuff with either gray or white 3M Scotchbrite (0000 steel wool works well also).  These paints are based on solvents that are not very aggressive with respect to the base coats on which they are applied and rely on tooth adhesion.  

If you are using butyrate dope for topcoat color then you don't need to sand/scuff the sheen to achieve intercoat adhesion.  The solvent system in butyrate dope is similar to the system used in sanding sealer and you will have a chemical "bite" giving the adhesion needed.  However, for best appearance you may want to lightly sand the sheen anyway using 600 to 800 grit wet paper to knock off the dust bumps or other inclusions.  Also, to get the surface really smooth it is necessary to use sandpaper; steel wool or 3M Scotchbrite will give a tooth pattern but doesn't level the surface for the best finish the way that sandpaper will.