There are as many ways to do it as you can imagine. But first you have to figure out your requirements.
I am going to assume that you are using these instruments in conjunction with each other to make a measurement. All you do is set up both instruments, and make sure you don't lose track of the handles (references) for each. I would suggest that you run them in paralell to avoid confusion (visually parallel, using two different error handlers.)
Also, as I am not familiar with the instruments (who makes them, are they GPIB, DAQ, serial????) I can't offer any specific advice.
If this doesn't help, please post again.