First you have to setup same virtual IP address on all appliances. You must decide which machine is the master and which machines are the slaves, and whether you want to configure explicit proxy or transparent proxy network. The ProxySGs can be deployed either in parallel or serial mode When configuring the group, the master and all the systems in the group must have exactly the same failover configuration except for priority, which is used to determine the rank of the slave machines. If no priority is set, a default priority of 100 is used. If two appliances have equal priority, the one with the highest local IP address ranks higher. In this case master should have Highest priority, second slave should have 100, and the third one priority lower than 100.
To configure failover:
Select the Configuration > Network > Advanced > Failover tab.
2.Click New. The Add Failover Group dialog displays.
Create a group using either a new IP address or an existing IP address. If the group has already been created, you cannot change the new IP address without deleting the group and starting over.
Configure group options:
Multicast address refers to a Class D IP address that is used for multicast. It is not a virtual IP address Note: Class D IP addresses (224 to 239) are reserved for multicast. A Class D IP address has a first bit value of 1, second bit value of 1, third bit value of 1, and fourth bit value of 0. The other 28 bits identify the group of computers that receive the multicast message.
Relative Priority refers to a range from 1-255 that is assigned to systems in the group. 255 is reserved for the system whose failover group ID equals the real IP address. (Optional) Master identifies the system with the highest priority (the priority value is greyed out).
(Optional) Advertisement Interval refers to the length of time between advertisements sent by the group master. The default is 40 seconds. If the group master fails, the slave with the highest priority takes over (after approximately three times the interval value). The failover time of the group is controlled by setting this value.
(Optional, but recommended) Group Secret refers to a password shared only with the group.