Client API - Load balancer

We have a load balancer forwarding ports 80, 443, 5252 and 5555 to 2 K2 servers in a farm


Dim aK2Connection As New SourceCode.Workflow.Client.Connection aK2Connection.Open(GetK2Server())

https://help.k2.com/onlinehelp/k2blackpearl/DevRef/4.7/default.htm#Workflow_Client_Connections.html

However, when the application runs and submits a ASP.NET page to K2, it throws an error "The connection was closed by the server"

When we use a specific server name in the server farm, it works fine

Is there anything special we need to do to use the K2 Client API via a load balancer?

Thanks