Starting from a Cluster Variational Method, and inspired by the correctness of the paramagnetic Ansatz (at high temperatures in general, and at any temperature in the 2D Edwards-Anderson model) we propose a novel message passing algorithm --- the Dual algorithm --- to estimate the marginal probabilities of spin glasses on finite dimensional lattices. We show that in a wide range of temperatures our algorithm compares very well with Monte Carlo simulations, with the Double Loop algorithm and with exact calculation of the ground state of 2D systems with bimodal and Gaussian interactions. Moreover it is usually 100 times faster than other provably convergent methods, as the Double Loop algorithm.