Hi Celine,
Can you describe the topology of your setup, e.g are you using a switched network between the firewalls?
Can you paste in the output from "get nsrp" from your device, if you can send in the NSRP related config as well that would be great.
It's probably not a burning issue as when you configure two interfaces for HA if one is down the other will take both signalling and data traffic anyway. Also with an SSG140 if you can generate enough traffic to even fill a FE interface for HA then something else is probably already wrong. Having said that if all is well with the network then you should be able to get this to work.
Thanks
Ben