I've implemented SSO with Active Directory, for now all users going into LDAP and then they can access Salesforce. Is there a way to select a group of users to login in the regular page with credentials and force another group to just use SSO?
You can use Delegated Authentication to do this. Basically, configure Delegated Authentication (requires Technical Support to enable this feature initially), configure a permission set, and assign the users you'd like to force to use SSO to this permission set. This means that salesforce.com no longer controls their password, but will instead be validated through your infrastructure.