Got this from sun website:
In the event that an instance failing or becoming unavailable, the load
balancer will ignore the session affinity and route the request to another
available instance in the cluster. Because HTTP session data and stateful
session bean are automatically replicated, any instance in the cluster can
take over the session and become the new stuck instance for the session
and transparently subsume procession of
JSP,
Java Servlet, and
EJB Components without losss of user session state.
Might help?