Methods, systems, and computer program products for establishing an affinity between a particular server application and a particular client in a computing network, where that network performs workload balancing. A server application explicitly requests to start an affinity for a particular client (or client group), based on application-specific considerations, thereby causing normal workload balancing to be bypassed for subsequent connection requests from that source. The application may also explicitly end an affinity, and/or may extend an affinity. Preferably, each affinity has a maximum duration and will therefore expire automatically if not explicitly ended. No changes are required on client devices or in client software, and there is no dependency on a client to support cookies.