Hi!
First of all, stateful web services are seldom a good idea. I am sure you have heard that before, so now on to your problem.
Secondly, your question lacks important details, but here is an attempt at some hints which hopefully will help you.
I can think of two suggestions for you. The first is a stateful web service with stateful clients.
You can read more about this option, with a complete code example, in section 4.10 in the following document:
http://www.slideshare.net/krizsan/scdjws-5-study-notes-3085287
The second option is to use a stateless web service which receives requests and transform them into messages. The messages are passed on to a message queue from which a worker, who keeps a constant connection to whatever backend system it talks to open. The messages are processed one by one and, using the same connection, sent to the backed system.
If one wish to scale the solution, simply add more workers listening to one and the same queue. Each message will only be delivered to one worker.
This approach can be unsuitable if the clients require synchronous responses.
Best wishes!