Install the program, then go into the Program Files folder, copy the Prime95 folder to your desktop, rename the new folder Prime95-2. Rename the executable Prime95.exe to Prime95-2.exe. Now place that folder back into Program Files and make shortcuts to Prime95 and Prime95-2 on your desktop. Now, when you open both, you can tell the difference between the two, when you open Task Manager.
You can run two instances normally, or you can assign each program it's own affinity (CPU.) I'm not sure if the latter has any advantages, but it might help you determine if one of the CPU's is less stable than the other. If Prime95 fails (usually happens in the first 10 minutes) the usual fix is to raise Vcore or lower the CPU speed. For an absolutely stable system, run these two instances of Prime95 overnight. If they are still up and running in the morning, then you are rock-solid.
By the way, turn off any folding@home or anything like that, while you are running the tests, otherwise the folding@home takes CPU cycles away from Prime95 and Prime95 takes longer. (which doesn't really matter, except it might take longer for an error to show up, if it encounters errors.)
*EDIT* Make sure each copy of Prime95 is only using about 25% of your total system memory. By default, it will want to use 75% of your system memory. This is no good, when you're trying to run two instances, because it will need 150% of your RAM to run the tests. Because that RAM isn't there, it will use the paging file, instead and it will take forever to do anything. Go to Options, then click on CPU, then change the daytime and nighttime memory available to 25% of your total memory.