The link Mohamed posted is a good start for your aim. Good hints regarding antigen retrieval etc. can often be found in the datasheets of the antibodies you want to use. A PubMed search will also give you some advice about antibodies/protocols other researchers successfully used in staining bone marrow tissues. Maybe it would be helpful if you give more information about the antigens you want to stain.
I used DBA and Trueblue (PKL/ 71-00-67) for paraffin-embedded double staining. It can get strong and beautiful color with high contrast. I used DAB for the first staining and I did next staining with Trueblue, because Trueblue is hydrophilic and easy to be removed during sample wash. So, please use Truebule after DAB staining. Another important thing is that DAB is usually to be used for the antibody detecting the signal with larger area and high expression level protein. And, because Trueblue is highly sensitive, please dilute your first antibody at least 10000x or you will get higher background.