There is a chance that they will not play well together - there is also a chance a second DDR3 10600 stick will not play well with the first. It is always best to buy ram in sets (manufacturers match them). If you do use the 8500 stick, the other ram stick will clock itself down (hopefully) to 1066MHz rather than 1333MHz.
I would return the 1066 ram (DDR3 8500) and purchase a set of two sticks (2x2GB) of DDR3 10600. You could try to find out your ram timings which would help in selecting a compatible 10600 but would still not guarantee happy ram playmates.