LMMS can't do that.
If you're on Windows, try putting MIDI-OX ( http://www.midiox.com/ ) between your keyboard and LMMS, set to split the input to 2 channels. Then set your VSTs to respond to the same channels in LMMS.
On Linux, mididings ( http://das.nasophon.de/mididings/ ) should solve this.