One way to do it is to open up the explorer and copy and paste the material from the first object to the second object, but that would just make a independent copy of the first material, so if you change something on the first material the second one will still be the same. A better way would be to first select the object, make a group out of it and apply a material. This operation will actually apply the material to the group and not to the object itself, but since the object belongs to the group it will get the same material. Now if you want the second object to have the same material as the first one simply open up the explorer and drag the second object to the group.
A third way to do it is to save the shader as a preset, and then load it to the object you want to have the same material.
I hope this helps
-Andreas
