When you drop two content widgets (news, events, blog posts, content list, image gallery, video gallery, download list) on one page, by default they will share the following behavior:
What this means is that clicking a page in one widget will also change the page in the other. Clicking a single item in one widget will switch the other to detail mode, filtering by date would filter both widgets, etc.
If this is not the desired behavior, there are two things that can be done, depending on your preferences:
In Advanced properties:
In the first case, when you do an action of the above listed (say click a page), a string will be added to the URL, with the value from the respective widget (whose page you clicked). That way, the application will know to change only the page of this particular widget and not the rest. The URL would still be pretty. The downside to this is that it can only contain information for one widget.
I.e. when you click page 2 of news, then click page 3 of blogs, the string in the URL will only be for blogs, and news will go back to page 1. The upside is pretty URLs.
In the second case, you can do everything you want. The URL will contain information about all widgets on the page (in the query string), and they will all have different behavior (assuming you set different UrlKeyPrefix).
This is all by design. It is all needed, because widgets don’t’ keep state and do no postback.
The UrlEvaluationMode property is applied page-wide. Setting it on one widget will set it for all widgets on the same page (assuming it is a Sitefinity page).