2 versions of Stellarium under the same XP user

You need to have two separate user data directories (see http://www.stellarium.org/doc/head/fileStructure.html). Stellarium normally uses one, but you can override the default path with a command-line argument.

Probably the easier, user friendly way to do it is to install one of the versions normally and use the Portable Apps distribution for the other one. (They should make a portable release of 0.10.6 soon.)
http://portableapps.com/

The hard way looks approximately like this:
1) Install Stellarium 0.10.2. During the installation, change the name of the installation folder, e.g. instead of "C:\Program Files\Stellarium" install it in "C:\Program Files\Stellarium-0-10-2".

2) Create a desktop shortcut (copy it from the Start Menu) and name it something like "Stellarium 0.10.2".

3) Modify the shortcut: In the "Target" field, add the following command line parameter:
--user-dir=C:\StellariumUserDir-0-10-2
This will tell Stellarium 0.10.2 to use this directory as a user data directory when you start it from this shortcut.

4) Rename the Start menu folder (right-click -> "Properties") to something like "Stellarium 0.10.2" to avoid overwriting it.

5) Install Stellarium 0.10.6. During the installation, change the name of the installation folder, e.g. to "C:\Program Files\Stellarium-0-10-6".

6) The installer will create a shortcut on the desktop. Modify it in the way described above, but use another folder name:
--user-dir=C:\StellariumUserDir-0-10-6

When you want to start a specific version of Stellarium, use the desktop shortcuts. Unless you have modified the ones in the Start menu, too. :)