We have two proxies behind a BigIP to do load balancing.

This works great for ClientTrust users, but SSL'ing is a slight
issue.. As
in, you authenticate to one proxy, but then you may click again and
hit the
second proxy, asking you for authentication again..

Is there a solution to such a configuration?

Both are NW 6 sp3, BM 3.7 w/sp2.... If you would like more info..