WSE 2.0 provides an implementation of (of routing and referral) for the load
balancing model that does not require you to write any code in the SOAP
router. Everything is driven by configuration file settings that reflect the
routing model that you want to put in place. The WSE 2.0 toolkit is
generally good about saving you from writing code. However, if you are
implementing the chain routing model, or the content-based routing model,
then the intermediary services will need to update addressing headers on the
message to reflect the next destination in the chain. It sounds like your
application fits either the chain or the content-based routing models. In
general this should not be a big deal unless your communcations are secured.
In this case, the intermediaries must be configured to decrypt message as
appropriate, and they must also resign the message. This can cause headaches
if not handled properly. Read up on how WSE 2.0 handles not only routing and
referral, but at the core, addressing, so that you understand how the
intermediaries will interpret requests along the way.

Jeffrey Hasan, MCSD
President, Bluestone Partners, Inc.
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Author of: Expert SOA in C# Using WSE 2.0 (APress, 2004)
http://www.bluestonepartners.com/soa.aspx