You can use the stick-table replication that we added to HAproxy for use in the Loadbalacer.org appliance.
Here is an example config: (the important bit is the peers section)
# HAProxy configuration file generated by loadbalancer.org appliance
global
daemon
stats socket /var/run/haproxy.stat mode 600 level admin
pidfile /var/run/haproxy.pid
log /dev/log local4
maxconn 40000
ulimit-n 81000
tune.bufsize 16384
tune.maxrewrite 1024
defaults
mode http
balance roundrobin
timeout connect 4000
timeout client 42000
timeout server 43000
log global
peers loadbalancer_replication
peer lbmaster 192.168.67.28:7778
peer lbslave 192.168.67.29:7778
listen VIP_Name
bind 192.168.67.30:80
You will also need to change the way that you start HAProxy:
Check out the detailed documentation on peers:
http://haproxy.1wt.eu/download/1.5/doc/configuration.txt
Bear in mind that failover still won't be totally seamless, but your stick tables will hold the correct destination server when you have a fail over.