Configuring multiple FPGA using JTAG
I have used daisy chained Xilinx devices with no problems.

The key to programming the daisy chained devices is in the Xilinx iMPACT tool.  

I think the tool should discover both of the devices in the chain and give you the chance to assign a configuration file to each device.  You can do this by right clicking the device and assigning a configuration file.  

Alternatively, you can manually add the devices and their configuration files to a blank iMPACT project.  Right click on the window labelled "Boundary Scan" to add devices.

In either case, you can program, verify, and erase each individual device by right clicking it in the Boundary Scan window.

The appropriate connections on the board are as follows:

TMS and TCK : connect both devices in parallel
TDI and TDO : connect two devices in series

[POD TDI]--->[TDI device 1 TDO]--->[TDI device 2 TDO]--->[POD TDO]

Also see figure 5 in this app note.