Sudha
You may wish to allow the load balancing device to do it's job for you. If
you can afford to dedicate a .Net server to manage your sessions for you,
then it won't matter what server your user comes back to. In ASP, use a SQL
server to hold session information. In .Net, look into the <sessionState />
entry in your application's web.config file and point all of your web farm
machines to point to that machine.
There's a bunch of on line help that will provide further information.
Hope this helps, Terry