Conky without parameters looks for a file named ".conkyrc" in your home folder. To use another config file you have to use the "-c" or "--config" parameter. This way you can start conky twice or how many times you want to, with each conky session using another config-file.

The included .sh-file in the archive on deviantart starts conky without parameters, so ".conkyrc" in your home-folder will be used. => The first session

If you put the "conkyrc"-file from the archive on Gnome-look in your home-folder, you can use the command "conky -c ~/conkyrc". => The second session.

Both instances of Conky should be running, independently from each other, each with its own config-file.