if your site is stateless, then you just set them up in normal ways, but if you use sessions/some kind of authentications, then you need to use state server or sql server as the session store, and also you need to synchronize keys, for example, seeHOW TO: Create Keys by Using Visual C# .NET for Use in Forms Authentication http://support.microsoft.com/default.aspx?scid=kb%3Ben-us%3B312906
http://support.microsoft.com/default.aspx?scid=kb%3Ben-us%3B312906