In Sibelius 2 (and later), simply switch on the One staff only option when creating your key signature to create different key signatures in different staves.
In Sibelius 1.4, which doesn't support different key signatures in different staves, you can use a pitch-bend MIDI message to mimic the effect of a transposition change on a particular staff. Therefore, you can use a combination of pitch bends and transposition changes to work around some of Sibelius's current limitations in handling unconventional key signature combinations. This procedure isn't elegant - and it does have side effects - but it may provide useful a workaround depending on your needs.
Imagine you are writing a duo in which a flute plays in the key of G major, an oboe simultaneously in E major, and you want to make these keys explicit with key signatures:
• Enter a key signature of E-major, which goes by default to both staves.
• Create a Transposition Change such that Written middle C sounds as A in octave 3 and apply it to the flute staff.
• View the score as a transposing score (click Transp on the toolbar)
• Now the score looks polytonal. To accomplish polytonal playback, add the following MIDI-command string at or before the first note played by the flute: ~C101,0 ~C100,0 ~C6,12 ~B0,79.9. (This unlikely looking string produces a large pitch bend.)
The side-effects of this procedure include:
• Out-of-range problems similar to those described in the method for creating enharmonically equivalent key signatures (see article A117);
• The large-pitch-bend message may not be compatible with some MIDI equipment, and in any case it forces you translate any additional pitch bend messages in the flute part into a non-standard form.
Another, simpler but less versatile, procedure can be found in article A82.