Make sure you are reusing the same remote created by the home object to make the calls. Once a new remote is created, the round robin is reset so if you keep creating a new one one (or getting a new home) on every call, you will always see the same server be called.
Thanks for your reply. At your suggestion I tried to Look up the Home and remote interfaces only once (in the init() method of the servlet), and still no luck. Guess somethings wrong with the configuration.