It sounds like you are asking how to deal with the slim filters that don't have threads on the front of the filter for stacking.
You can buy a different filter that has threads (for at least one of the two you are stacking).
If you are afraid of getting vignetting at wide angles, there are a few choices: Crop off the vignetting or get a step-up ring and use larger diameter filters (they will extend outside the current diameter of the lens.
You may still have a problem at the wide end of the lens, but I would doubt it if you are using a cropped sensor camera. At longer focal lengths, you shouldn't have problems stacking two filters.