There shouldn't be, no. I ran them together without any issues. The only thing you will need to do is decide which of the two AV solutions will be doing the grabbing of the malicious files and which you will simply set to alert only. I noted that if they both detected something, they would try to grab it from eachother in an attempt to quarantine it. I would recommend putting Blink on "Log only" for both actions and the MSSE on quarantine, etc. At least this way if Blink detects something that the MSSE does not, it will at least be logged and you can go back in and do a full scan if necessary. I did a post of the MSSE here:
http://forums.eeye.com/forums/p/1127/4892.aspx#4892
Another great product to run alonside Blink, is Prevx 3.0. All I can say is it is sometimes too quite; I forget that I am running it. :)