I think you could use the FirstAvailable load-balancing instead of Round-Robin... All you have to do is to change your jboss.xml like this:
By the way, I have the opposite problem you have. I've been trying but I couldn't make the HA-JNDI happen yet. Would you pass me part of the source code that you're using to access the EJB? Where/how are you setting the InitialContext and the calls to create() and the remote method ???
I'm trying to do it from the server-side (Servlet), but with no success...
Thanks in advance!!