I'm get same your problem!
so any solution from Cutesoft?
my system : 3 web server (IIS) loadbalancing + 1 MSSQL DB server.
I'm deploy using this manual : http://cutesoft.net/ASP.NET+Chat/Developer-Guide/scr/Load-Balancing.htm
when i'm run NLBservice from any server i'm get error :

Missing Header CuteChat.NLB=1
Description: An unhandled exception occurred during the execution of the current web request. Please review the stack trace for more information about the error and where it originated in the code.

Exception Details: System.Exception: Missing Header CuteChat.NLB=1

Source Error:

An unhandled exception was generated during the execution of the current web request. Information regarding the origin and location of the exception can be identified using the exception stack trace below. 

Stack Trace:


[Exception: Missing Header CuteChat.NLB=1]
   CuteChat.ChatNLBServiceHandler.ProcessRequest(HttpContext context) +1025
   System.Web.CallHandlerExecutionStep.System.Web.HttpApplication.IExecutionStep.Execute() +358
   System.Web.HttpApplication.ExecuteStep(IExecutionStep step, Boolean& completedSynchronously) +64