Press F4 to select both caracters... F5 to swop the leader (will have a yellow trimming around the character portrait)
You can also do more advanced things by right clicking on the character portraits and going through the settings in there.
Note: only the character that is NOT leading will be agressive even if you set both characters to agressive. This is a handy feature, when your non leading char, is an archer... check it out <img src="/ubbthreads/images/graemlins/smile.gif" alt="" />
