Usually simultaneous docking with more than one protein is uncommon. This article may help. Article “In Situ Cross-Docking” To Simultaneously Address Multiple Targets
Maybe it is possible by doing it one-bye-one and dock the second ligand to the first docked system. Secondly, you may also be able to make a file containing all you ligands and dock it with the receptor. I have done the first suggestion with Hex 8.0 software but i've not tried the second one yet.
If the motive of this is to check to which target protein the ligand has higher affinity, I suggest docking the ligand to both independently and comparing the values of docking scores. The one with more negative binding affinity will imply that in a mixed system, the ligand will bind more with that particular protein.
If it is absolutely necessary though, you can go for molecular dynamic simulations.