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SSL Certificates, two-way authentication and loadbalancers

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http://serverfault.com – We're looking to implement two-way authentication with client certificates for a privileged subset of our application users. The idea will be that if a certificate is detected the user will be asked for an additional password/PIN and that will be used to verify the certificate and user. Ordinary users will continue to authenticate themselves via the standard login mechanism. Our production environment (hosted by a well-known company) comprises load-balanced application servers and I'm unclear as to how this set-up will handle the certificates and I'm not certain if there are any pitfalls I sh (HowTos)