It's not possible to send two IR signals at the same time. To do that, you'd need two sets of IR emitters within the remote, and then you'd probably have problems with "cross contamination" of the signals.
However,your problem is simply solved. I suspect that you are dimming the lights by sending a series of dim commands, which is tying up the Pronto, so it can't go on and control the volume. You need an x-10 switch that automatically slowly dims with just a single command. This is known as "fade off". Here's an example of such a switch.
[Link: smarthome.com] With this switch, you would send the x-10 off command, (one short IR signal), the lights would start to dim slowly, and your Pronto could be executing the next command of increasing the volume.
Remember though, unless you have a receiver with discreet volume levels, which is very uncommon,(some of the new Yamaha's have it), it will be difficult to automate the volume up sequence. The reason is you'll never know what the volume level is to start with. If it's already turned up, you're commands will just increase it louder.