I'm just finishing up a setup with multiple links to the internet, using ISA Server 2004 SP2 on Windows Server 2003 R2.  Without additional software.

It's not strict load balancing, but its configured to send specific types of traffic (to specific destinations) through a specific internet connection.  This permits me to do live, offsite backup traffic streaming through a secondary internet connection.

Perhaps I'll post more instructions (or at least an overview/general concepts) up if anyone is interested.