Why do you want to run 2 firewalls? It's like trying to run 2 anti-virus software programs at once, you'll see no benefit and will just add more issues to deal with. Pick the best firewall and use that.
You can run 2 firewall programs just fine as long as they are not programmed to not install if it sees another one. For example you can turn on the built-in Windows firewall and install Norton. You may just get an error staying there may be compatability issues.
Why not have a double firewall analyzer with double scan since you have hyperthreading and 2 proccessors acting as 4 to see if one virus goes through norton, webroots picks it up or cloud technology since there are 220,000 malware a day and viruses increased from 100,000 to 200,00 from 2010! If your running a server OS or an ultimate edition of Vista or XP 7 why not have a concept of two firewalls running at once, considering most people use the concept of 2 cpus/2gpus/2 hard drives in raid-0? Its better to have a multiple solution than one serial bit mentality kinda of soultion for antivirus and malware considering there an increase inhacking, you don't want dormant viruses on the public computers hitting pc to pc till it hits somewhere major?