How can I set two PWM at two different frequencies?
The ATMega PWM hardware underlying the Arduino primarily supports changing the duty cycle; the frequencies can only be selected from a few fixed choices.  Typically the timers run from 0 to 255 or 65535 and loop back to 0, and you can select where within that full cycle the output changes on and off.

Since what you want is a simple 50% duty cycle with fine control of frequency, the PWM functions are not very useful.  What you want is tone or frequency control.  The ATMega timers support this too, but it's a different function than PWM. For frequency control, the timer will cycle from 0 to your choice of upper limit.  So for example, you might count up to 200 instead of 255; or to 201 - so you get much finer control of frequency.  

Unlike PWM, on the ATMega328p used in the Uno, you can only get one frequency per timer (you can get two PWM outputs per timer - both at the same frequency).  And if you want millis() and microseconds() and delay() to continue to work, you don't want to mess with timer 0 for frequency control (you can get PWM from timer 0 if you accept the default frequencies).  

So that leaves you with two frequency controllable timers - timer 1 (16 bit resolution) and timer 2 (8 bit resolution).

See the tone() function in the Arduino library for examples of a single tone at a time.

For multiple simultaneous frequencies (on different pins) see this library: https://code.google.com/p/rogue-code/wiki/ToneLibraryDocumentation.  You can have two tones at a time, or three if you don't need millis() etc.