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pkg1.wxs:
<?xml version='1.0'?>
<Wix xmlns='http://schemas.microsoft.com/wix/2006/wi'>
   <Product Id='{0f152930-016c-4efc-9075-64183573507a}' Name='Package1' Language='1031' 
            Version='1.0.0.0' Manufacturer='IServ GmbH' UpgradeCode='{a1b6bfda-45b6-43cc-88de-d9d29dcafdca}' >
      <Package Description='Test'
               Comments='Test'
               Manufacturer='IServ GmbH' InstallerVersion='200' Compressed='yes' />

      <Directory Id='TARGETDIR' Name='SourceDir'>
         <Component Id='MyComponent' Guid='{5a5e3f5d-b403-4e0e-a270-1a48c6cca701}' />
      </Directory>
      <Feature Id='MyFeature' Title='My 1st Feature' Level='1'>
         <ComponentRef Id='MyComponent' />
      </Feature>
   </Product>
</Wix>

pkg2.wxs:
<?xml version='1.0'?>
<Wix xmlns='http://schemas.microsoft.com/wix/2006/wi'>
   <Product Id='{6331d6f9-f8f1-452b-9ba9-9b4344d7b101}' Name='Package2' Language='1031' 
            Version='1.0.0.0' Manufacturer='IServ GmbH' UpgradeCode='{a1b6bfda-45b6-43cc-88de-d9d29dcafdca}' >
      <Package Description='Test'
               Comments='Test'
               Manufacturer='IServ GmbH' InstallerVersion='200' Compressed='yes' />

      <Directory Id='TARGETDIR' Name='SourceDir'>
         <Component Id='MyComponent' Guid='{a04d2bc7-cf68-4586-94f0-92bd6ef52273}' />
      </Directory>
      <Feature Id='MyFeature' Title='My 1st Feature' Level='1'>
         <ComponentRef Id='MyComponent' />
      </Feature>
   </Product>
</Wix>

Download and install WiX ( http://wix.sourceforge.net/downloadv35.html ), and compile the packages with the following commands:
"%wix%\bin\candle" pkg1.wxs
"%wix%\bin\candle" pkg2.wxs
"%wix%\bin\light" pkg1.wixobj
"%wix%\bin\light" pkg2.wixobj

Then install the two resulting MSI packages with right click -> Install. When you're done testing, you can remove them with right click -> Uninstall or in the Software Control Panel.