I just found a way to do it, i don't know if it's the best way but it works..
Code:
	SELECT User.UserCode, User.Name
          FROM User
	 WHERE NOT EXISTS
		(
			SELECT 1
		          FROM Group LEFT JOIN UserGroups 
                            ON Group.GroupCode = UserGroup.GroupCode 
                           AND UserGroup.Name= User.Name
			 WHERE UserGroup.Name IS NULL
		)