If you want to test a specific server setup, you need to have a comparable setup available with which you can test.
This is probably the time to look at adding some sort of test environment to your setup.
This would allow you to retain a simple local development environment without load balancing that you can test your code on. Then, when you have a stable release candidate you can move it to the test environment, which would be load balanced. In this sort of setup, each developer would have their own development environment, but would all share a test environment which can act as a clean setup to prevent the idiosyncrasies of one workstation from creating or obscuring bugs.
If you are truly determined to have your own load balancing system, you may want to look at setting up two or three virtual machines (via Virtual PC, VirtualBox or VMWare) and running them locally. You could then configure these VMs to be load balanced amongst one another and test against them.