When first testing an OC, I run the small test first..the first one. After that runs for at least 2 hours, I run the second test,(since usually all I am OCing is the CPU) the power, and heat test. Once that test has run about 6-8 hours, I will then run the 3rd test for 8+ hours(until it fails).
If you intend on running two at the same time(for HT), you must install two P95 into different folders. You can then run any variation of the tests you want.