Server affinity

Server affinity refers to the capacity that a server in a cluster
is able to service requests from the same HTTP client during its
entire session. This is important if the process is stateful. 
The load balancer usually adds its own Cookie to each request
it dispatchers to the server since it gets the first request
from the client. The cookie is pushed back to the client with
the first response. Thereafter, the client requests carry this 
cookie (taht identifies the server that services the first response)
to the load balancer so that load balancer knows which server it
should dispatcher the follwing requests.
You buy a hardware load balancer and put it infront of your HTTP
server. 
Load-balancer, DMZ, firewall, or clustering, is not defined in
J2EE  framework, so I guess it is not that important to know

everything in details. They are basically part of infrastructure.

http://www.coderanch.com/t/152095/java-Architect-SCEA/certification/server-affinity