consistant object rotations

using 3 glRotatef functions to rotate one all 3 axis, i noticed that the final position of your object depends on the order that you rotate on each axis. if you have the ''z'' rotation last, the x and y rotations of the object is relative to the screen and the z rotation is relative to the original orientation of the object. this is a pain in the ass when trying to rotate a model that consists of smaller models. is there a way to make all the rotations relative to the screen or all the rotations relative to the original orientation of the object? There''''s an astronomical difference in being the best and being the best of the best.