1. "Context Exchange Protocol" slide, an instanceID is returned to client. How to deal with load balanced services in that case if the client tries to access service instance on another server?

That instance ID is the instance ID of the workflow. There are two things that can happen if a subsequent request with that context token arrives at a different server in a farm.  If the workflow has unloaded, then the workflow will be requested from the persistence store and restored just fine.  If the workflow is still loaded by the other host, you will get a "workflow locked by another workflow runtime..." exception which should get sent back to the caller.  This points to the need to be a little more sophisticated in your routing, if you are going to be consuming the service from the same client, that can be accomplished with a session-ful load balancing arrangement.  If they could come from multiple consumers, you have a timing issue that you will need to work out.  You can also set UnloadOnIdle  to true in order to eliminate any time delay between a workflow being ready to receive another message and unloading itself.  Note that UnloadOnIdle  increases the number of times you will unload and reload the workflow, at the advantage of increased durability.

2. Is Microsoft going to provide WCF activities for BPEL?

Paul Andrew discussed this in his blog check it out

3. Send and Receive activities – where do I get more info on these two activities?

There is ton of content here "content summary blog post" which links to a number of things that Matthew Winkler has put out on the topic recently.  Additionally, he also wrote an intro to the Send and Receive activities in Chapter 6 of Windows Communication Foundation Unleashed which you may want to check out. 

4. Info on HttpTransferContract working with XP sp 2?

HttpTransferContract has been replaced by WebGetAttribute and WebInvokeAttribute in the RTM version of .Net Framework 3.5.  These two attributes are supported on all OS’s that are supported by .Net Framework 3.5 (including XP sp2).

Hope this helps!

Joel Reyes