azhdaraliyev...
Most definitely you can have two antispy programs and even more if you wish, and most computer experts agree that 2 or more is a good idea, because no ONE program can catch ALL the spyware, trojans, etc. HOWEVER, there are a [couple] of considerations should you choose to have more than one:
Do you have an Internet Security Suite? (ie: "McAfee", "Norton", "Computer Associates", etc...) If so, any [additional] AntiSpy programs you install can NOT be run in 'real-time'. In other words, you can't run the AntiSpy program at the same time as the Internet Security Suite, because the two programs will conflict, and really disrupt your computer's performance. So, if you do have an Internet Security Suite, you must deactivate the AntiSpy program, and run it manually whenever you want to scan for SpyWare.
IF, you have a 'Stand Alone' Antivirus program, you can run one and only one AntiSpy program in 'real-time', and manually run the others if you have more than one.
The same thing applies if you do have more than one AntiSpy program (should you so choose). Only one can be run in real-time, the others manually. There are lots of free antispy programs out there; choosing 'more than one' should be easy. I do suggest that you go to http://www.majorgeeks.com/ and look their list (at the left upper top of the homepage, under "FILES", click on "Anti-Spyware) of available programs. I would definitely (if I were you) choose "Ad-Aware 2008" as the main "free" program. The others are up-for-grabs!
Good Fortune with your endeavors!
ADDENDUM: The 'Internet Security Suites' include an AntiSpy program that would conflict with any additional AntiSpy programs run in 'real time'.