In this video posted by Yavor Georgiev you can learn how to enable scale out between multiple web role instances.
Effectively Invensys used a WCF service hosted in a Windows Azure web role to tunnel bi-directional HTTP traffic from the Windows Azure platform AppFabric service bus capability to Silverlight clients. Unfortunately this workaround is needed since the TCP-based relay binding that service bus offers is not supported in Silverlight at this point.
Once Invensys was using PollingDuplex in Azure, they needed to scale to a large number of clients, so they needed to enable scale out between multiple web role instances. This capability is not available out-of-the-box in Silverlight 3, so some hackery was required.