I noticed that the in the ODE demo (45-ODE-exploration) the haptic loop frequency is around 900-1000 Hz.
Is there any way to control this frequency in order to get f=1500Hz?

The simulation frequency is actually dictated by the maximum update rate of the haptic device. If you are using a Phantom haptic device or a Novint Falcon, then the limit is set to about 1000 Hz. If you are using a Force Dimension haptic device, then you can go up to 4000 Hz.

This being said, running your simulation at 1000 or 1500 Hz on these devices should not change very much in regards to human perception. For what reason are you trying to reach that frequency?

I am using force dimension Sigma 7.
When I apply force feedback on the haptic device from a simulated spring, the rate that the force is changing is lower than the movement, and I feel vibrations from the device. (The force doesn't reach its limits)

Are you compiling the example in RELEASE or DEBUG mode?
DEBUG mode can seriously affect the performances, in particular if you are interacting with objects.
Therefore, make sure to always run your compiled applications in RELEASE mode.

In release mode it gets to 1300 Hz

This number sounds reasonable on an average performance computer.
Are you using two haptic devices simultaneously?
With ODE, the performances are slightly more unpredictable due to the more multi-point collision detection and dynamic computation going on.