Issue in extending webapplication sharepoint

Question

I have extended a webapplication in a farm. main server vsmoss1 where i did

vsmoss1 ->webapplication(80)
vm.com -> extended web app(of above one)anonymous

WFE server name vsmoss2
WFE server name vsmoss3

i have load balanced it to got to vsmoss2 and vsmoss3 when someone hits vm.com

when i hit vm.com it works fine without authentication(shows content query webpart also on my page)

I know there is no need to do that but when I hit vsmoss2 and vsmoss3 it shows me error on my content query webpart ....any solution for that?

Finding this strange tried this :

1. I closed both extended webapp in vsmoss2 and vsmoss3 result: site is up and running but this time with authentication
2. I closed both extended and main webapplication site in vsmoss2 and vsmoss3 is down
3. I closed main webapplication in vsmoss2 and vsmoss3 site is up and running without authentication

Anyone is having idea why this is showing behaviour like this...?