No they don't have to all be first year courses. All you need to apply for a second year program are the course requirements.
For example, if you wanted to be in Honours PNB, the requirements are as follows:
Enrolment in this program is limited and possession of the published minimum requirements does not guarantee admission. Selection is based on academic achievement but requires, as a minimum, completion of any Level I program with a Cumulative Average of at least 6.0 including:
6 units PSYCH 1X03 (or 1AA3), 1XX3 (or 1A03) with a grade of at least B- in each
3 units from MATH 1A03, 1LS3
6 units BIOLOGY 1A03, 1M03
3 units from CHEM 1A03, PHYSICS 1B03, 1L03 (See Admission Note 1 above.)
6 units from Life Sciences I Course List (See Admission Notes 1 and 2 above.)
(taken straight from the Undergraduate Calendar
http://registrar.mcmaster.ca /CALEN...nt/pg1631.html)
You should get familiar with it.
On an unrelated note, you can't be in first year PNB, as we don't have a first year PNB program.