Generally if you went to a stiffer spring you would consider going to slightly heavier damping to keep the same damping feel. A car on very stiff springs with light damping will handle very differently to a car on very soft springs with heavy damping.
That is a rule of thumb, although when it comes to setup there is no substitute for making the changes and testing them for yourself - every driver has different preferences, and what works for someone else might not work for you.
How do you know when a setup is wrong? Generally, when the car doesn't handle well!
