Hello Naor,
You can achieve SSO for SAP systems using the SAP Single Sign-On product (license required).
If you want to implement SSO for scenarios that include SAP GUI for Windows, SAP Business Client for Windows etc. You can choose between Kerberos SSO and X.509 Client Certificates SSO.
More details you will be able to find here in the implementation guide:
http://help.sap.com/download/sapsso/secure_login_impl_guide_en.pdf
Here you will be able to find also some other content specially about the Kerberos SSO scenario:
Kerberos/SPNEGO for SAP AS ABAP in a Multi Domain Environment.
If you want to implement SSO for scenarios that include web application, you can benefit also from implementing the SAML based SSO or to implement Kerberos SSO or X.509 Client Certificates:
See the details here:
Competitive Advantages of the Identity Provider Delivered by SAP
Identity Provider for SAP Single Sign-On and SAP Identity Management - SAP Library
Regards,
Donka Dimitrova