Is there a way to have two dictionaries working at the same time on Mac OS X Lion?
So, whatever language I choose to write, it will check spell that or show meaning of words when I press
Dictionary already works like this.
Here, Dictionary, Thesaurus and Wikipedia are just all the "dictionaries" that contain an entry for the highlighted term. The OS X default dictionary is only available in English. You need to get additional dictionaries for other languages.
Just to prove it, I installed a German thesaurus and looked up a term:
Regarding spell checking, this needs to be supported by the application you're using. In Pages, it's customizable in the document inspector. Select All in the Language section shown below to spell-check terms in all supported languages:
This setting applies to selected text, just like e.g. making text bold. This way, you can declare e.g. English parts and German parts of your document.
OS X's spell checking does not use Dictionary data (which would be horrible for non-English users, since there's only an English dictionary). Don't expect to be able to enhance this feature by adding dictionaries to Dictionary.app.