I followed chapter 12.0 instructions about using spring with adfs as IdP from here : http://docs.spring.io/spring-security-saml/docs/1.0.x-SNAPSHOT/reference/pdf/spring-secu
Finally found the solution : I had to set Rule Type as "Pass through or filter an incoming claim" because our ADFS server uses others claim providers.
More info: http://technet.microsoft.com/en-us/library/dd807060(v=ws.10).aspx