Set different security levels for each. Then, if the tightest one
stops working then the backup one being activated should alert you
to problems.
I suppose it's the same like the argument about running 2 antiviruses
with on access protection at the same time. Few people have tried it
because "logically" conflicts might occur at least on paper, but you
never know until you try. And even if you got lucky on a combo that
seemed to work, you never know when it might blow up.
But that is balanced by the pros of having 2 different signature
databases at the same time.
I personally don't like the idea of running 2 firewalls at the same time,
because I suspect the gains will be far less than running 2 antiviruses
though.
I know some guys are running around with kerio2 plus some other firewall
to try to cover for the fragmented packet problem, but in most cases, I
don't see the point unless you know your firewall has some problem.
This is not like antiviruses which are known to be far less than perfect
at detecting malware, so that a second opinion is good.
Some people I think are worried about leak tests, but the answer to leak
tests is not slapping on another network firewall. Most freeware versions
except maybe jetico are bad at leak tests anyway so you don't gain
anything by stacking them up. The answer is something like SSM, antihook
etc..