Ok, Peter/Jesse is screaming his head off when suddenly everything stops (slows down to the point of stopping.) Futuer Peter walks out, and walks up to frozen Jesse and poofs Present Peter out. Is this the first confirmed use of Peter using two powers at the same time?

No, it's not the first confirmed proof of it, but it is proof of Peter using two powers at once.

I would say so...

unless of course, hiro's time manipulation power is used thusly:

power is used, time is altered to stop, slow down, speed up, whatever. Time stays locked in that position for time travelers without the effort of said people.

Power is used again to bring time back to normal speed.

fPeter has used two powers at the same time before. Telekinesis and invisibility in 5YG, illusion and flight this season, and something else I don't recall right now...

Peter used TK while invisable in Issac's loft toward the end of season 1. He also healed and used TK on Sylar in Mohinders apt on Sylar. There is another time too Im forgeting.

I think that it has been confirmed multiple times that Future Peter is able to use more than one ability at once... but it's always fun to watch!

I'd say with the example we get when Hiro first meets Daphne, Time-Stopping is an ability that requires constant concentration. When she knocked him out, he wouldn't have "re-applied" the power to unfreeze time...

Fair point.

I believe that Present Peter uses telekinesis and regeneration in "Kindred," uses the aspect of his power that allows him to not be affected by Hiro stopping time and electricity in "Truth & Consequences" and stops time and uses telekinesis in "Unexpected," and "Powerless".