How to cross reference multiple parts in sets?
Although clunky you could consider using Microsoft Excel to do most of the work for you. 


On Brickset search for the first part 
On the top bar click CSV or (comma separated values) 
Copy the text
Open Excel (I'm using 2010)
Select Cell A1
In the top right corner click the arrow bellow paste and select "Import Text Wizard..." (depending on the version this option may be in another place) 
Selected Delimited and click next
On the following page select "Comma" click next
Select each row that is not "SetID" and select "Do Not Import" click finish (alternatively you can manually delete the extra rows after finish)
Repeat steps for the second part you are looking for. However Select Cell B1 instead of A1. You'll end up with two rows of SetIDs 
Finally highlight both columns of SetIDs and select "Conditional Formatting", >"Highlight Cell Rules"> "Duplicate Values"


The cells that are highlighted will be the sets that contain both parts.