We may assume that $a_1$ and $a_2$ are associated, and that $b_1$ and $b_2$ are associated.
So here is what I've got so far:
Lets assume that $a_1|b_1$. By definition, this is: $b_1=a_1\cdot c$ for some $c\in D$.
By associativity, $a_1=a_2\cdot u_1$ and $b_1=b_2\cdot u_2$, we can rewrite this as:
$b_2\cdot u_2=(a_2\cdot u_1)\cdot c$
Where $u_1$ and $u_2$ are units in $D$.
Now here is where I am stuck. I might be missing something related to units of groups, but if I could only get them to magically disappear from this equation I would have $a_2|b_2$. Any pointers?