Paul, we use a NLB cluster at Axosoft too and the way we got around this issue is by installing PureChat as its own web site (non-clustered) and using an iFrame on the main clustered web site to show the "Chat with Us" button. It's very easy to do and allows you to run PureChat independently from your main web application, which is great in case you need to restart one or the other.

Hope that helps.