A Kerberos Single Sign on module is in the app store. Several partners have implemented versions for SAML.
It is not enough to alter to login.css. SAML is more complex than that.
I have just implemented a SAML 2.0 project. Contact Mendix about this module (Roeland Salij is the maker of the module). It is not yet an app module but soon will be I believe (we were the test project). But it is working without hickups for two weeks now. The module is not so difficult to implement. It helps if you already done an LDAP connection.