Haha, why would you want to? A number of products have multi-engine scanners such as Gdata and 360TS but it just doesn't make sense IMHO. Yes, you could just run Comodo Firewall (with
@cruelsister 's settings) along with Bitdefender AV Free but running the full version of CIS is a mistake in this video.
I haven't got time to watch it in full at the moment but yeah, you should never run more than one AV engine or more than one firewall at a time because of the potential for false positives