Finally I got it worked.
The problem was laid out at the package management.
Even I tried to remove the squidguard rpm(s) it didnít worked properly.
I have built the new squidguard from zero, on a different machine and it worked straight away.
Iím going to make a tutorial about this, how to install and configure the whole lot.
Right now I can manage users from the Active Directory in Windows 2008 with squid/squidguard!!
The squid and the squidguard are authenticated through the AD.
If the user is not in the appropriate organization and group he/she canít reach the Internet.
If the user belongs to X group(in AD) there are no filtering. (Boss/Stock holders/Bosses relatives)
If the user belongs to Y group(in AD) the squidguard filters that group but only that. (Users/Robots/etc..)
So right now it works as the MS ISA server. Well even better of course!
There you go guys, this is the install script for CentOS squidguard: http://opensourcetechnology.co.uk/?p=44