NO absolutely no because simply they will be enemies
For example, the first one try to access to the register or the system files, the second will stop him as malware program trying to damage your system
Simple is that.
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Absolutely, just download the two you want to install. I'd actually recommend doing that because certain antivirus programs have certain weaknesses which you could cover up if you find the other right virus protection.
Right now I have Avast! Free Antivirus and Ad-Aware Free currently installed on my computer. The later I would recommend the most. Not sure how Avast! would work on XP but do some research to find another good virus protection for your operating system (Windows XP that is), but be careful!