Say your data is in columns A and B starting at Row 1.
Click in A1, Format, Conditional formatting. The first box should say Cell Value is. In the second select Less than, in the third enter =$B1 click Format and select the formatting you want and OK your way out. In B1 do the same but enter =$A1.
Click in A1, click the Format Painter (paintbrush) on the toolbar, select the rest of column A to copy the formatting down. Do the same for column B.