Does Nginx support cookie which acts as a load balance?

[Joe]

Hi All
I setup a load balance by using Nginx, there have several Linux boxes 
running PHP+MySQL as the backend servers, they're all for Blog service.

 -------+-------+-----+-----+-----+---
        |       |     |     |     |  
     +--+--+  +-+-+ +-+-+ +-+-+ +-+-+
     | LB1 |  | A | | B | | C | | D |
     +-----+  +---+ +---+ +---+ +---+
     Nginx    several Blog servers

Assuming the domain name is blog.abc.com, when user sign in server A 
with his own username and password, if he try to access blog.abc.com 
again, it's possible that his requests will be transferred to server B 
or others, then I think this user will be asked for input his username 
and password again on server B or others. So my question is how can I 
configure Nginx to let this user access server A again when he access 
blog.abc.com until he sign out?


Thanks
Joe