Is it possible to have multiple data dump windows so you can watch two addresses at same time?

yes, ALT+M and select the memory or memories you require.

you can watch as many windows as you like not just two
use view memory rightclick dump and use ctrl+g (follow address)

u can also view dump in cpu and navigate to different dumps by using + or -

ie in dump panel press ctrl+g (address)
as many times as you want with different address

then use + or - in num pad to see different places (this works good as you dont have to minimize maximize every time to see dump

as you said comrade olly is ammmmmmmaaaaaaazinnnnggggggg

btw are you the hotmail comarde (if so edit your post in rea board and say ollyyy is amazing )
hehehe

My e-mail is comrade2k@hotmail.com. Does you mean that?