Exchange 2010 CAS gateway with Kemp virtual VLM 1000

We have deployed a VLM 1000 for our Exchange 2010 CAS array. The servers and the load balancer are in the same VLAN and same subnet. If I turn off the transparency in the virtual service confiuration, then everything works.

However, if I turn on the transparency and then add load balancer's IP address to the Exchange CAS server's TCP/IP gateway, the CAS server loses all connectivity. It seems like it cannot route through the VLM.

Are there any particular settings on the VLM that need to be configured to allow Exchange CAS servers to use it as a gateway?

Thanks.