People don't go 'ordering people around.' This is real life and the 21st century, not an episode of Gomer Pyle.
They are both E-8s. A First Sergeant is both a rank and a position. If a MSG happens to be in the same company as the First Sergeant, then the the First Sergeant would normally be over the Master Sergeant because he is the top NCO in the company. By the same token, if the company happened to have more than one captain, he would be subordinate to the company commander (who is normally a captain).
If they aren't in the same chain of command, administratively or operationally, they could both tell each other to pound sand if one started to 'order them around.'