Anyone have experience getting DNN setup on an IIS cluster using integrated/mixed authentication and a single data store?

I have DNN setup and working with mixed mode authntication on multiple IIS hosts within a cluster all sharing a single DNN database, but right now the DNN data/files are on each individual IIS box. We'd like to consolidate down to a single data store for all the hosts so we obviously don't have to worry about replication.

I've tried setting up IIS's home directory to use a UNC path, but then we lose integrated authentication (per http://support.microsoft.com/kb/897110). I might be willing to give it up, but we wind up still getting authentication issues - it'll pop up asking for a login, but both valid login and cancel will eventually let you into the page, but no CSS applied. Wierd.

Any ideas, or are we asking for too much (DNN on an IIS cluster with shared database and data store using moxed mode authentication)?

Thanks in advance,
Chris