One way to do this is to create yourself, your parents and one set of grandparents first (for this example, I'll treat them as maternal grandparents, but you could do the paternal grandparents as well). As the grandmothers are sisters, you select the maternal grandmother and click on "Add parents" - now you have a set of great-grandparents (if you don't know their names, you could name them something generic as "[Parents of xxx]".
Now you select the maternal grandmother again, and click on the button "Add brother/sister" and create her sister, your paternal grandmother. You select the paternal grandmother, click on "Add partner/ex" and create your paternal grandfather.
The next step is to click on your father. As his parents are already on the tree, you don't select "Add parents", but click the "More Actions" button. You'll get offered more options and select "Set parents". Now you'll have the option to set your father's parents as anyone pre-existing on the tree and can thus choose your maternal grandmother's sister and her husband.
If you have already created the entire tree with both set of grandparents (but without the filial relationship between your grandmothers), you can again add the parents of one grandmother, click on the second grandmother, and set her parents via the "Set parents" button.
Hope this helps!
