I want to make load balancing at my server. My current configuration:
running on 1 vps
sessionState mode="StateServer" stateConnectionString="tcpip=127.0.0.1:42424" cookieless="false" timeout="60"/>
If your VPS is not enough perhaps start there, get a dedicated server.
Then when you really need more power; load balancing will require multiple servers ;-)
You're use a session state service, which is good if you need session state across a web farm. It's currently pointing to localhost though, you'd need to configure an IP accessible by all machines in the farm.
For the rest web farming is kind of a broad topic, a lot depends on your type of application also.