NimbostratusIt sounds like the links may be absolutely instead of relative? Just a wild guess on my part.
Use a tool such as firebug or HTTPWatch and take a look at the traffic through the BIG-IP and direct to the servers, or , just examine the source code. Remember that the links need to be pointing to the virtual IP if they are hard-coded.
An iRule or a stream profile can be used to re-write your links on the fly, or you can change your links to be relative.
Anyway, a little more information would allow for a less guessing on my part :-)
