load balanced middle tier

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I have a customer using some appliance to load balance the middle tier
(IIS 6/XMLA SDK), although
I dont have exact details Im pretty sure it is doing some random or
round robin passing of requests with no IP affinity. When we connect
via our Excel 2003 add-in to the XMLA virtual directory which uses
ADOMD.NET 8.0 we get the initial population of dimensions then the
session issues start...
Microsoft.AnalysisServices.AdomdClient.AdomdErrorResponseException:
The session, '4763de03c74f4ddbd3fa40', does not exist.

I was thinking of making code changes to handle multiple session id's
from ADOMDConnection objects, but in that scenario the
ExecuteCellSet() call could still get directed elsewhere. I think the
issue would go away if IP affinty was configured, if this isnt an
option what alternative is there?

TIA
Dave

.

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