Well, I finally managed to understand that if I want to use SonataAdminBundle and FOSUserBundle in the easy way (I hope to go further next time) I had to generate a new fos_user/user_class. what happened was that I already had a firewall that handles other type of admin and that's when everything got messed, next time I'll be more cautious, but thank you anyway!
It's better in that way because Fosuserbundle and Sonata needed that bundle to work properly.