It looks like the Zalman cooler is pretty big!
I don't have any experiance with an SLI board, but it looks like the VGA cooler will take up most of the space between the two cards. That wont leave you with much room for two fans.
It is my opinion that if you run an SLI set up with the VGA coolers, you should find the "hottest" card and use the fan on it. That way you'll get maximum cooling on the one card and as a side-effect the air movement will aslo carry some of the heat away from your other card.
Or, you could get really creative and mount a 120mm fan on the side of the case to blow on both cards. If you're worried about noise, put a rheostat on it so you can control the speed/noise level of the fan.
One other option is to try just the VGA coolers without any fans. This might not work well considering you only have two fans on your computer case, but it might be worth a shot. It's my opinion that you need more case fans anyway.